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Chaitanya01
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Upload 16 files
Browse files- .gitattributes +1 -8
- ETFs.py +78 -0
- Procfile +1 -0
- README.md +4 -4
- alerts.py +85 -0
- app.py +1297 -0
- coinbaskets.py +21 -0
- config.py +391 -0
- googleNewsSlackAlerts.py +47 -0
- mapping.py +0 -0
- notifier.py +40 -0
- patterns.py +64 -0
- requirements.txt +13 -0
- setup.sh +13 -0
- tempCodeRunnerFile.py +2 -0
- watchlist.csv +2 -0
.gitattributes
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ETFs.py
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# List of ETFs
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etf = {
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"ARK":
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{
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"ARKK":"ARK Innovation ETF",
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"ARKW":"ARK Next Generation Internet ETF",
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"ARKG":"ARK Genomic Revolution ETF",
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"ARKQ":"ARK Autonomous Technology & Robotics ETF",
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"ARKF":"Ark Fintech Innovation ETF",
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"ARKX":"ARK Space Exploration & Innovation ETF",
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"PRNT":"3D Printing ETF",
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"IZRL":"Ark Israel Innovative Technology ETF"},
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"US Sector":
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{
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"XLE":"Energy Select Sector SPDR Fund",
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"XLF":"Financial Select Sector SPDR Fund",
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"XLU":"Utilities Select Sector SPDR Fund",
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"XLI":"Industrial Select Sector SPDR Fund",
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"GDX":"VanEck Gold Miners ETF",
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"XLK":"Technology Select Sector SPDR Fund",
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"XLV":"Health Care Select Sector SPDR Fund",
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"XLY":"Consumer Discretionary Select Sector SPDR Fund",
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"XLP":"Consumer Staples Select Sector SPDR Fund",
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"XLB":"Materials Select Sector SPDR Fund",
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"XOP":"SPDR S&P Oil & Gas Exploration & Production ETF",
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"IYR":"iShares US Real Estate ETF",
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"XHB":"SPDR S&P Homebuilders ETF",
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"ITB":"iShares U.S. Home Construction ETF",
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"VNQ":"Vanguard Real Estate Index Fund ETF",
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"GDXJ":"VanEck Junior Gold Miners ETF",
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"IYE":"iShares US Energy ETF",
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"OIH":"VanEck Oil Services ETF",
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"XME":"SPDR S&P Metals & Mining ETF",
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"XRT":"SPDR S&P Retail ETF",
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"SMH":"VanEck Vectors Semiconductor ETF",
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"IBB":"iShares Biotechnology ETF",
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"KBE":"SPDR S&P Bank ETF",
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"KRE":"SPDR S&P Regional Banking ETF",
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"XTL":" SPDR® S&P® Telecom ETF"
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},
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"Others":
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{
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"ICLN":"iShares Global Clean Energy ETF",
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"TAN":"Invesco Solar ETF",
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"BOTZ":"Global X Robotics and Artificial Intelligence ETF",
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"ROBO":"Global Robotics and Automation Index ETF",
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"INFL":"Horizon Kinetics Inflation Beneficiaries ETF",
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"DRIV":"Global X Autonomous & Electric Vehicles ETF",
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"UFO":"Procure Space ETF",
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"NERD":"The Roundhill BITKRAFT Esports & Digital Entertainment ETF",
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"EDUT":"The Global X Education ETF"},
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"Country":
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{
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"Developed Markets":
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{
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"Australia":"EWA", "Austria": "EWO", "Belgium": "EWK",
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"Canada":"EWC", "Denmark":"EDEN", "Finland":"EFNL",
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"France":"EWQ", "Germany":["EWG","EWGS"], "Hong Kong":"EWH",
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"Ireland":"EIRL","Israel":"EIS","Italy":"EWI",
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"Japan":["EWJ","EWJE","EWJV","JPXN","JPMV","SCJ"],
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"Netherlands":"EWN","New Zealand":"ENZL","Norway":"ENOR",
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"Singapore":"EWS","Spain":"EWP", "Sweden":"EWD","Switzerland":"EWL",
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"UK":["EWU","EWUS"]
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},
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"Emerging Markets":
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{
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"Argentina":"AGT","Brazil":["EWZ","EWZS"],"Chile":"ECH",
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"China":["FXI","MCHI","CNYA","ECNS"], "Colombia":"ICOL",
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"India":["INDA","INDY","SMIN"], "Indonesia":"EIDO","Kuwait":"KWT",
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"Malaysia":"EWM", "Mexico":"EWW","Peru":"EPU", "Philippines":"EPHE",
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"Poland":"EPOL","Qatar":"QAT","Russia":"ERUS","Saudi Arabia":"KSA",
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"South Africa":"EZA","South Korea":"EWY", "Taiwan":"EWT","Thailand":"THD",
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"Turkey":"TUR","UAE":"UAE"
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}
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}
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}
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all_etfs = ['ARKK', 'ARKW', 'ARKG', 'ARKQ', 'ARKF', 'ARKX', 'PRNT', 'IZRL', 'XLE', 'XLF', 'XLU', 'XLI', 'GDX', 'XLK', 'XLV', 'XLY', 'XLP', 'XLB', 'XOP', 'IYR', 'XHB', 'ITB', 'VNQ', 'GDXJ', 'IYE', 'OIH', 'XME', 'XRT', 'SMH', 'IBB', 'KBE', 'KRE', 'XTL', 'ICLN', 'TAN', 'BOTZ', 'ROBO', 'INFL', 'DRIV', 'UFO', 'NERD', 'EDUT', 'EWA', 'EWO', 'EWK', 'EWC', 'EDEN', 'EFNL', 'EWQ', 'EWG', 'EWGS', 'EWH', 'EIRL', 'EIS', 'EWI', 'EWJ', 'EWJE', 'EWJV', 'JPXN', 'JPMV', 'SCJ', 'EWN', 'ENZL', 'ENOR', 'EWS', 'EWP', 'EWD', 'EWL', 'EWU', 'EWUS', 'AGT', 'EWZ', 'EWZS', 'ECH', 'FXI', 'MCHI', 'CNYA', 'ECNS', 'ICOL', 'INDA', 'INDY', 'SMIN', 'EIDO', 'KWT', 'EWM', 'EWW', 'EPU', 'EPHE', 'EPOL', 'QAT', 'ERUS', 'KSA', 'EZA', 'EWY', 'EWT', 'THD', 'TUR', 'UAE']
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Procfile
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web: sh setup.sh && streamlit run app.py && python notifier.py
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README.md
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---
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title:
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emoji:
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colorFrom:
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colorTo: yellow
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sdk: streamlit
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sdk_version: 1.
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app_file: app.py
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pinned: false
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---
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---
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title: Wizards Streamlit App
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emoji: 👀
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colorFrom: indigo
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colorTo: yellow
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sdk: streamlit
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sdk_version: 1.10.0
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app_file: app.py
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pinned: false
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---
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alerts.py
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from distutils.command.sdist import sdist
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from numpy import tri
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import pandas as pd
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import json, requests
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import slack, time
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from datetime import datetime
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# from bs4 import BeautifulSoup
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from config import *
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def get_yahoo_finance_quote(symbol):
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# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
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URL = f"https://finance.yahoo.com/quote/{symbol}"
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headers = {'User-Agent':'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.61 Safari/537.36'}
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page = requests.get(URL, headers = headers)
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soup = BeautifulSoup(page.text, "html.parser")
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price = soup.find('div',{'class':'D(ib) Mend(20px)'}).find_all('fin-streamer')[0].text
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return float(price.replace(",",""))
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def get_cnbc_data(symbol):
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ticker = symbol.replace(" ","")
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if ticker == "NASDAQ":
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ticker = "NDX"
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elif ticker == "NIFTY50":
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ticker = ".NSEI"
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# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
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df = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1Y.json?symbol={ticker}").json()["barData"]["priceBars"])
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# df_1D = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1D.json?symbol={ticker}").json()["barData"]["priceBars"])
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df["datetime"] = pd.to_datetime(df['tradeTimeinMills'],unit='ms')
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df["close"] = df["close"].astype(float)
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# df_1D["close"] = df_1D["close"].astype(float)
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df.set_index("datetime",inplace = True)
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dma200 = (df["close"].rolling(200).mean()).iloc[-1]
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close = (df["close"].iloc[-1])
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return dma200, close
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client = slack.WebClient(token = SLACK_TOKEN)
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while True:
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df = pd.read_csv('watchlist.csv')
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df.set_index("Symbol",inplace = True)
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# df_crypto = pd.DataFrame(json.loads(requests.get("https://ftx.com/api/markets").text)["result"])
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# df_crypto = df_crypto[df_crypto["quoteCurrency"].isin(["USD","USDT"])]
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# df_crypto.set_index("name",inplace = True)
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if len(df)>0:
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req_df_price = df[df["status"] == "Pending"]
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req_df_dma = df[df["dma_status"] == "Pending"]
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for symbol in req_df_price.index:
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if symbol in ["SPX","US 2Y","US 5Y","US 10Y","US 30Y","HYG","LQD","NASDAQ","VIX","NIFTY50"]:
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dma200, ltp= get_cnbc_data(symbol)
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# else:
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# ltp = df_crypto.loc[symbol]["last"]
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trigger_level = req_df_price.loc[symbol]["Trigger"]
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triggered = 0
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if req_df_price.loc[symbol]["view_type"] == "Above":
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if trigger_level<=ltp:
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triggered = 1
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elif req_df_price.loc[symbol]["view_type"] == "Below":
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if trigger_level>=ltp:
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triggered = 1
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if triggered == 1:
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df.at[symbol,"status"] = "Triggered"
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client.chat_postMessage(channel = f"#{df.loc[symbol]['alert_type'].lower()}_signal",
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text = f"{datetime.now().strftime('%Y-%m-%d %H:%M:%S')} {symbol} is {df.loc[symbol]['view_type']} {trigger_level} at {ltp}")
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for symbol in req_df_dma.index:
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dma_check = req_df_dma.loc[symbol]["dma200"]
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if dma_check == False:
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continue
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triggered_dma200 = 0
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dma200, ltp= get_cnbc_data(symbol)
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print(dma200)
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if req_df_dma.loc[symbol]["dma200_view_type"] == "Above":
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if dma200<=ltp:
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triggered_dma200 = 1
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elif req_df_dma.loc[symbol]["dma200_view_type"] == "Below":
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if dma200>=ltp:
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triggered_dma200 = 1
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if triggered_dma200 == 1:
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df.at[symbol,"dma_status"] = "Triggered"
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client.chat_postMessage(channel = f"#{df.loc[symbol]['alert_type'].lower()}_signal",
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text = f"{datetime.now().strftime('%Y-%m-%d %H:%M:%S')} {symbol} is {df.loc[symbol]['dma200_view_type']} DMA200 at {ltp}")
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df.to_csv("watchlist.csv")
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# Recheck again after 60 minutes
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time.sleep(60*60)
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app.py
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|
1 |
+
import requests
|
2 |
+
import json
|
3 |
+
from requests.api import delete, options
|
4 |
+
import streamlit as st
|
5 |
+
import time
|
6 |
+
import tweepy
|
7 |
+
import requests
|
8 |
+
from io import BytesIO
|
9 |
+
import base64
|
10 |
+
import matplotlib.pyplot as plt
|
11 |
+
import numpy as np
|
12 |
+
from plotly.subplots import make_subplots
|
13 |
+
from config import *
|
14 |
+
from dateutil.relativedelta import relativedelta
|
15 |
+
from patterns import patterns
|
16 |
+
# import talibsddsfs
|
17 |
+
from datetime import datetime, timedelta, tzinfo
|
18 |
+
from alpaca_trade_api.rest import REST
|
19 |
+
from streamlit_tags import st_tags_sidebar
|
20 |
+
# from streamlit_autorefresh import st_autorefresh
|
21 |
+
# import plotly.express as px
|
22 |
+
from coinbaskets import *
|
23 |
+
import plotly.graph_objects as go
|
24 |
+
from mapping import *
|
25 |
+
import pandas as pd
|
26 |
+
import threading
|
27 |
+
from bs4 import BeautifulSoup
|
28 |
+
from ETFs import *
|
29 |
+
from dateutil import tz
|
30 |
+
import os
|
31 |
+
# try:
|
32 |
+
# from streamlit.ReportThread import add_report_ctx
|
33 |
+
# except Exception:
|
34 |
+
# # Streamlit >= 0.65.0
|
35 |
+
# from streamlit.report_thread import add_report_ctx
|
36 |
+
# # from streamlit.scriptrunner import add_script_run_ctx
|
37 |
+
from streamlit.scriptrunner import add_script_run_ctx as add_report_ctx
|
38 |
+
def get_stocktwits_data(req,code,label):
|
39 |
+
|
40 |
+
r = requests.get(req)
|
41 |
+
trending_syms = pd.DataFrame(r.json()["stocks"]).T
|
42 |
+
trending_syms.index.name = "stock_id"
|
43 |
+
trending_syms.index = trending_syms.index.astype("int")
|
44 |
+
trending_score = pd.DataFrame(r.json()["table"][code])
|
45 |
+
trending_score.set_index("stock_id",inplace = True)
|
46 |
+
most_trending_syms = pd.merge(trending_syms,trending_score,on= "stock_id")
|
47 |
+
most_trending_syms.sort_values("val",ascending = False, inplace = True)
|
48 |
+
most_trending_syms.set_index("symbol",inplace = True)
|
49 |
+
most_trending_syms.columns = ["Name","Price","%Change",label]
|
50 |
+
return most_trending_syms
|
51 |
+
|
52 |
+
def get_cnbc_data(symbol):
|
53 |
+
ticker = symbol.replace(" ","")
|
54 |
+
if ticker == "NASDAQ":
|
55 |
+
ticker = "NDX"
|
56 |
+
elif ticker == "NIFTY50":
|
57 |
+
ticker = ".NSEI"
|
58 |
+
# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
|
59 |
+
# df = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1Y.json?symbol={ticker}").json()["barData"]["priceBars"])
|
60 |
+
df_1D = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1D.json?symbol={ticker}").json()["barData"]["priceBars"])
|
61 |
+
# df["datetime"] = pd.to_datetime(df['tradeTimeinMills'],unit='ms')
|
62 |
+
# df["close"] = df["close"].astype(float)
|
63 |
+
df_1D["close"] = df_1D["close"].astype(float)
|
64 |
+
# df.set_index("datetime",inplace = True)
|
65 |
+
# dma200 = df["close"].rolling(200).mean()
|
66 |
+
close = (df_1D["close"].iloc[-1])
|
67 |
+
return close
|
68 |
+
def vix_gradient(vix):
|
69 |
+
"""
|
70 |
+
Mapping is done as follows rsi<=20 --> -100, rsi>=80, 100, and then linear variation
|
71 |
+
"""
|
72 |
+
if vix<20:
|
73 |
+
return 100
|
74 |
+
elif vix<30:
|
75 |
+
return (-20*vix+500)
|
76 |
+
else:
|
77 |
+
return -100
|
78 |
+
def roro_comp_get(series,i,state, inverse = False):
|
79 |
+
|
80 |
+
current = series.iloc[-i]
|
81 |
+
current_idx = series.index[-i]
|
82 |
+
|
83 |
+
w_1_ago = current_idx - relativedelta(days=7)
|
84 |
+
w_2_ago = current_idx - relativedelta(days=14)
|
85 |
+
m_1_ago = current_idx - relativedelta(months=1)
|
86 |
+
|
87 |
+
if state == 0:
|
88 |
+
w_1_ret = (current - series.loc[w_1_ago:].iloc[0])*100/series.loc[w_1_ago:].iloc[0]
|
89 |
+
w_2_ret = (current - series.loc[w_2_ago:].iloc[0])*100/series.loc[w_2_ago:].iloc[0]
|
90 |
+
m_1_ret = (current - series.loc[m_1_ago:].iloc[0])*100/series.loc[m_1_ago:].iloc[0]
|
91 |
+
else:
|
92 |
+
w_1_ret = (current - series.iloc[-1-i])*100/series.iloc[-1-i]
|
93 |
+
w_2_ret = (current - series.iloc[-2-i])*100/series.iloc[-2-i]
|
94 |
+
m_1_ret = (current - series.iloc[-4-i])*100/series.iloc[-4-i]
|
95 |
+
sign_of = 1
|
96 |
+
if inverse == True:
|
97 |
+
sign_of = -1
|
98 |
+
val = 100*(3*(2*(sign_of*w_1_ret>0) - 1) + 2*(2*(sign_of*w_2_ret>0) - 1) + 2*(sign_of*m_1_ret>0) - 1)/6
|
99 |
+
|
100 |
+
return val
|
101 |
+
def get_roro(tf = "1Y"):
|
102 |
+
|
103 |
+
df_spx = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=.SPX").json()["barData"]["priceBars"])
|
104 |
+
df_spx["datetime"] = pd.to_datetime(df_spx['tradeTimeinMills'],unit='ms').dt.date
|
105 |
+
df_spx.set_index("datetime",inplace = True)
|
106 |
+
df_spx["close"] = df_spx["close"].astype(float)
|
107 |
+
|
108 |
+
df_vix = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=.VIX").json()["barData"]["priceBars"])
|
109 |
+
df_vix["close"] = df_vix["close"].astype(float)
|
110 |
+
|
111 |
+
df_AUDJPY = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=AUDJPY=").json()["barData"]["priceBars"])
|
112 |
+
df_AUDJPY["datetime"] = pd.to_datetime(df_AUDJPY['tradeTimeinMills'],unit='ms').dt.date
|
113 |
+
df_AUDJPY.set_index("datetime",inplace = True)
|
114 |
+
df_AUDJPY["close"] = df_AUDJPY["close"].astype(float)
|
115 |
+
|
116 |
+
|
117 |
+
df_gold = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=@GC.1").json()["barData"]["priceBars"])
|
118 |
+
df_gold["datetime"] = pd.to_datetime(df_gold['tradeTimeinMills'],unit='ms').dt.date
|
119 |
+
df_gold.set_index("datetime",inplace = True)
|
120 |
+
df_gold["close"] = df_gold["close"].astype(float)
|
121 |
+
|
122 |
+
df_silver = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=@SI.1").json()["barData"]["priceBars"])
|
123 |
+
df_silver["datetime"] = pd.to_datetime(df_silver['tradeTimeinMills'],unit='ms').dt.date
|
124 |
+
df_silver.set_index("datetime",inplace = True)
|
125 |
+
df_silver["close"] = df_silver["close"].astype(float)
|
126 |
+
|
127 |
+
gold_silver_ratio = df_gold["close"]/df_silver["close"]
|
128 |
+
|
129 |
+
df_bnd = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=BND").json()["barData"]["priceBars"])
|
130 |
+
df_bnd["datetime"] = pd.to_datetime(df_bnd['tradeTimeinMills'],unit='ms').dt.date
|
131 |
+
df_bnd.set_index("datetime",inplace = True)
|
132 |
+
df_bnd["close"] = df_bnd["close"].astype(float)
|
133 |
+
|
134 |
+
df_sphb = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=SPHB").json()["barData"]["priceBars"])
|
135 |
+
df_sphb["datetime"] = pd.to_datetime(df_sphb['tradeTimeinMills'],unit='ms').dt.date
|
136 |
+
df_sphb.set_index("datetime",inplace = True)
|
137 |
+
df_sphb["close"] = df_sphb["close"].astype(float)
|
138 |
+
|
139 |
+
df_splv = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=SPLV").json()["barData"]["priceBars"])
|
140 |
+
df_splv["datetime"] = pd.to_datetime(df_splv['tradeTimeinMills'],unit='ms').dt.date
|
141 |
+
df_splv.set_index("datetime",inplace = True)
|
142 |
+
df_splv["close"] = df_splv["close"].astype(float)
|
143 |
+
|
144 |
+
sphb_splv_ratio = df_sphb["close"]/df_splv["close"]
|
145 |
+
|
146 |
+
df_HYG = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=HYG").json()["barData"]["priceBars"])
|
147 |
+
df_HYG["datetime"] = pd.to_datetime(df_HYG['tradeTimeinMills'],unit='ms').dt.date
|
148 |
+
df_HYG.set_index("datetime",inplace = True)
|
149 |
+
df_HYG["close"] = df_HYG["close"].astype(float)
|
150 |
+
|
151 |
+
df_fnda = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=FNDA").json()["barData"]["priceBars"])
|
152 |
+
df_fnda["datetime"] = pd.to_datetime(df_fnda['tradeTimeinMills'],unit='ms').dt.date
|
153 |
+
df_fnda.set_index("datetime",inplace = True)
|
154 |
+
df_fnda["close"] = df_fnda["close"].astype(float)
|
155 |
+
|
156 |
+
df_schx = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=SCHX").json()["barData"]["priceBars"])
|
157 |
+
df_schx["datetime"] = pd.to_datetime(df_schx['tradeTimeinMills'],unit='ms').dt.date
|
158 |
+
df_schx.set_index("datetime",inplace = True)
|
159 |
+
df_schx["close"] = df_schx["close"].astype(float)
|
160 |
+
|
161 |
+
fnda_schx_ratio = df_fnda["close"]/df_schx["close"]
|
162 |
+
|
163 |
+
df_btc_usd = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{tf}.json?symbol=BTC.CB=").json()["barData"]["priceBars"])
|
164 |
+
df_btc_usd["datetime"] = pd.to_datetime(df_btc_usd['tradeTimeinMills'],unit='ms').dt.date
|
165 |
+
df_btc_usd.set_index("datetime",inplace = True)
|
166 |
+
df_btc_usd["close"] = df_btc_usd["close"].astype(float)
|
167 |
+
periods = 300
|
168 |
+
roro = []
|
169 |
+
if tf == "5Y":
|
170 |
+
state = 1
|
171 |
+
else:
|
172 |
+
state = 0
|
173 |
+
for i in range(periods,0,-1):
|
174 |
+
temp = dict(
|
175 |
+
date = (pd.to_datetime(df_spx.index).date)[-i],
|
176 |
+
spx = roro_comp_get(df_spx["close"],i,state),
|
177 |
+
audjpy = roro_comp_get(df_AUDJPY["close"],i,state),
|
178 |
+
gold_silver = roro_comp_get(gold_silver_ratio,i,state,inverse = True),
|
179 |
+
bnd = roro_comp_get(df_bnd["close"],i,state,inverse = True),
|
180 |
+
sphb_splv = roro_comp_get(sphb_splv_ratio,i,state),
|
181 |
+
hyg = roro_comp_get(df_HYG["close"],i,state),
|
182 |
+
fnda_schx = roro_comp_get(fnda_schx_ratio,i,state),
|
183 |
+
vix = vix_gradient(df_vix["close"].iloc[-i]),
|
184 |
+
btc_usd = roro_comp_get(df_btc_usd["close"],i,state)
|
185 |
+
)
|
186 |
+
roro.append(temp)
|
187 |
+
|
188 |
+
return roro
|
189 |
+
# Setting the page layout as wide
|
190 |
+
st.set_page_config(layout="wide")
|
191 |
+
def get_data_yields(symbol,lookback_period):
|
192 |
+
global response_yields
|
193 |
+
df = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/{lookback_period}.json?symbol={symbol}").json()["barData"]["priceBars"])
|
194 |
+
df["datetime"] = pd.to_datetime(df['tradeTimeinMills'],unit='ms')
|
195 |
+
df.set_index("datetime",inplace = True)
|
196 |
+
response_yields[symbol] = df["close"].astype(float)
|
197 |
+
def get_recommendation(symbol,rsi_val,drop_frm_ath,dist_from_5_yr_low):
|
198 |
+
global momentum_recommendations,cheap_recommendations
|
199 |
+
df = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1Y.json?symbol={symbol}").json()["barData"]["priceBars"])
|
200 |
+
df_all = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/ALL.json?symbol={symbol}").json()["barData"]["priceBars"])
|
201 |
+
df_all["high"] = df_all["high"].astype(float)
|
202 |
+
df_all["low"] = df_all["low"].astype(float)
|
203 |
+
df["tradeTimeinMills"] = pd.to_datetime(df['tradeTimeinMills'],unit='ms')
|
204 |
+
df_all["tradeTimeinMills"] = pd.to_datetime(df_all['tradeTimeinMills'],unit='ms')
|
205 |
+
df["close"] = df["close"].astype(float)
|
206 |
+
df["open"] = df["open"].astype(float)
|
207 |
+
df.set_index("tradeTimeinMills",inplace = True)
|
208 |
+
df_all.set_index("tradeTimeinMills",inplace = True)
|
209 |
+
|
210 |
+
current_close = df["close"].iloc[-1]
|
211 |
+
|
212 |
+
df["50DMA"] = df["close"].rolling(50).mean()
|
213 |
+
df["100DMA"] = df["close"].rolling(100).mean()
|
214 |
+
df["Vol_mon_avg"] = 5*df["volume"].rolling(252).mean()
|
215 |
+
df["RSI"] = talib.RSI(df["close"])
|
216 |
+
cond1 = current_close>df["50DMA"].iloc[-1]
|
217 |
+
cond2 = current_close>df["100DMA"].iloc[-1]
|
218 |
+
cond3 = df["volume"].rolling(5).sum().iloc[-1]>1.5*df["Vol_mon_avg"].iloc[-1]
|
219 |
+
mom_score = int(cond1)+int(cond2)+int(cond3)
|
220 |
+
|
221 |
+
ath = df_all["high"].max()
|
222 |
+
distance_from_ath = round((ath-current_close)*100/ath,2)
|
223 |
+
yr_2_ago_dt = datetime.now() - relativedelta(years=2)
|
224 |
+
yr_2_low = df_all["low"].loc[yr_2_ago_dt:].min()
|
225 |
+
distance_frm_2yr_low = round((current_close - yr_2_low)*100/current_close,2)
|
226 |
+
rsi = round(df["RSI"].iloc[-1],2)
|
227 |
+
cond_1 = rsi<rsi_val
|
228 |
+
cond_2 = distance_from_ath>=drop_frm_ath
|
229 |
+
cond_3 = distance_frm_2yr_low<=dist_from_5_yr_low
|
230 |
+
cheap_score = int(cond_1)+int(cond_2)+int(cond_3)
|
231 |
+
|
232 |
+
if (cond1 or cond2) or cond3:
|
233 |
+
momentum_recommendations[symbol] = {"LTP":current_close,"50DMA":df["50DMA"].iloc[-1],"100DMA":df["100DMA"].iloc[-1],"Vol>1.5avg":cond3,"score":mom_score,"sparkline": sparkline(data=df["close"])}
|
234 |
+
if cond_1 or cond_2 or cond_3:
|
235 |
+
cheap_recommendations[symbol] = {"LTP":current_close,"RSI":rsi,f'drop frm ATH':distance_from_ath,f"% away 2 yr low":distance_frm_2yr_low,"score":cheap_score,"sparkline": sparkline(data=df["close"])}
|
236 |
+
def sparkline(data, figsize=(4,0.25),**kwags):
|
237 |
+
data = list(data)
|
238 |
+
fig,ax = plt.subplots(1,1,figsize=figsize,**kwags)
|
239 |
+
ax.plot(data)
|
240 |
+
|
241 |
+
for k,v in ax.spines.items():
|
242 |
+
v.set_visible(False)
|
243 |
+
|
244 |
+
ax.set_xticks([])
|
245 |
+
ax.set_yticks([])
|
246 |
+
|
247 |
+
plt.plot(len(data)-1, data[len(data)-1], 'r.')
|
248 |
+
|
249 |
+
ax.fill_between(range(len(data)), data, len(data)*[min(data)], alpha=0.1)
|
250 |
+
|
251 |
+
img = BytesIO()
|
252 |
+
plt.savefig(img, transparent=True, bbox_inches='tight')
|
253 |
+
img.seek(0)
|
254 |
+
# plt.show()
|
255 |
+
plt.close()
|
256 |
+
|
257 |
+
# return base64.b64encode(img.read()).decode("utf-8")
|
258 |
+
return '<img src="data:image/png;base64,{}"/>'.format(base64.b64encode(img.read()))
|
259 |
+
def highlight_rec_momentum(s):
|
260 |
+
arr = []
|
261 |
+
arr.append('background-color: white')
|
262 |
+
if s["50DMA"]<s["LTP"]:
|
263 |
+
arr.append('background-color: #90EE90')
|
264 |
+
else:
|
265 |
+
arr.append('background-color: #FF7F7F')
|
266 |
+
if s["100DMA"]<s["LTP"]:
|
267 |
+
arr.append('background-color: #90EE90')
|
268 |
+
else:
|
269 |
+
arr.append('background-color: #FF7F7F')
|
270 |
+
if s["Vol>1.5avg"]:
|
271 |
+
arr.append('background-color: #90EE90')
|
272 |
+
else:
|
273 |
+
arr.append('background-color: #FF7F7F')
|
274 |
+
arr.append('background-color: white')
|
275 |
+
arr.append('background-color: white')
|
276 |
+
return arr
|
277 |
+
def font_color(s):
|
278 |
+
return ["color: black"]*len(s)
|
279 |
+
def highlight_rec_cheap(s,rsi_val,drop_frm_ath,dist_from_5_yr_low):
|
280 |
+
arr = []
|
281 |
+
arr.append('background-color: white')
|
282 |
+
if s["RSI"]<rsi_val:
|
283 |
+
arr.append('background-color: #90EE90')
|
284 |
+
else:
|
285 |
+
arr.append('background-color: #FF7F7F')
|
286 |
+
if s[f"drop frm ATH"]>drop_frm_ath:
|
287 |
+
arr.append('background-color: #90EE90')
|
288 |
+
else:
|
289 |
+
arr.append('background-color: #FF7F7F')
|
290 |
+
if s[f"% away 2 yr low"]<dist_from_5_yr_low:
|
291 |
+
arr.append('background-color: #90EE90')
|
292 |
+
else:
|
293 |
+
arr.append('background-color: #FF7F7F')
|
294 |
+
arr.append('background-color: white')
|
295 |
+
arr.append('background-color: white')
|
296 |
+
|
297 |
+
return arr
|
298 |
+
def get_etf_rets(symbol):
|
299 |
+
global res_etf_ret, vol_etf_info,expense_ratios
|
300 |
+
df = pd.DataFrame(requests.get(f"https://ts-api.cnbc.com/harmony/app/charts/1Y.json?symbol={symbol}").json()["barData"]["priceBars"])
|
301 |
+
df["tradeTimeinMills"] = pd.to_datetime(df['tradeTimeinMills'],unit='ms')
|
302 |
+
df["close"] = df["close"].astype(float)
|
303 |
+
df["open"] = df["open"].astype(float)
|
304 |
+
df.set_index("tradeTimeinMills",inplace = True)
|
305 |
+
df_new = df.resample("W-Sun").agg({"close":"last","open":"first"})
|
306 |
+
price_1_yr_ago = df.loc[df_new.index[-1] - relativedelta(years = 1):].iloc[0]["open"]
|
307 |
+
price_1_mon_ago = df.loc[df.index[-1] - relativedelta(months=1):].iloc[0]["open"]
|
308 |
+
close = df.iloc[-1]["close"]
|
309 |
+
daily_ret = (close - df.iloc[-1]["open"].astype(float))*100/df.iloc[-1]["open"]
|
310 |
+
w_1_ret = round((close - df_new.iloc[-1]["open"])*100/df_new.iloc[-1]["open"],2)
|
311 |
+
w_2_ret = round((close - df_new.iloc[-2]["open"])*100/df_new.iloc[-2]["open"],2)
|
312 |
+
y_1_ret = round((close - price_1_yr_ago)*100/price_1_yr_ago,2)
|
313 |
+
m_1_ret = round((close - price_1_mon_ago)*100/price_1_mon_ago,2)
|
314 |
+
temp = dict(symbol = symbol,day_ret = daily_ret, w1_ret = w_1_ret, w2_ret = w_2_ret, year_ret = y_1_ret,m1_ret = m_1_ret)
|
315 |
+
res_etf_ret.append(temp)
|
316 |
+
iv = (df["close"].pct_change()*100).iloc[-30:].std()*np.sqrt(252)
|
317 |
+
vol_etf_info[symbol] = round(iv,2)
|
318 |
+
|
319 |
+
r = requests.get(f"https://etfdb.com/etf/{symbol}/#etf-ticker-profile")
|
320 |
+
soup = BeautifulSoup(r.content, 'html5lib')
|
321 |
+
expense_ratio = soup.find("div",{"class":"ticker-assets"}).find_all("div")[3].text.split("\n")[-2]
|
322 |
+
expense_ratios[symbol] = expense_ratio
|
323 |
+
return
|
324 |
+
def get_data(ticker, timeframe = 60*60 * 4):
|
325 |
+
# Function to get OHLC data for a symbol from FTX api
|
326 |
+
data = pd.DataFrame(json.loads(requests.get(f"https://ftx.com/api/markets/{ticker}/candles?resolution={timeframe}").text)["result"])
|
327 |
+
return data
|
328 |
+
def in_squeeze(symbol,bb_mul, kc_mul,num_days,plot = False, timeframe = 60*60*4):
|
329 |
+
# Function to check whether Keltner Channel and Bollinger bands squeeze is happening
|
330 |
+
# Get Data
|
331 |
+
data = get_data(symbol,timeframe)
|
332 |
+
# Calculate BB
|
333 |
+
data["20sma"] = data["close"].rolling(window = 20).mean()
|
334 |
+
data["stddev"] = data["close"].rolling(window = 20).std()
|
335 |
+
data["lowerband"] = data["20sma"] - bb_mul*data["stddev"]
|
336 |
+
data["upperband"] = data["20sma"] + bb_mul*data["stddev"]
|
337 |
+
|
338 |
+
# Calculate KC
|
339 |
+
data["TR"] = data["high"] - data["low"]
|
340 |
+
data["ATR"] = data["TR"].rolling(window = 20).mean()
|
341 |
+
data['upperKC'] = data["20sma"] + kc_mul*data["ATR"]
|
342 |
+
data['lowerKC'] = data["20sma"] - kc_mul*data["ATR"]
|
343 |
+
data["squeeze_on"] = np.where(
|
344 |
+
np.logical_and(data["lowerband"]>data["lowerKC"], data["upperband"]<data["upperKC"]),1,0)
|
345 |
+
# Now if "num_days" days earlier BB were in KC but now, its not then that's breakout
|
346 |
+
if data.iloc[-num_days]["squeeze_on"] and not data.iloc[-1]["squeeze_on"]:
|
347 |
+
# If user wants to plot the candlestick then pass the plot = True
|
348 |
+
if plot == True:
|
349 |
+
# Template for plotting KC and BB and candlesticks
|
350 |
+
candlestick = go.Candlestick(x=data["startTime"],open=data["open"],high=data["high"],low=data["low"],close=data["close"], name = symbol)
|
351 |
+
upperband = go.Scatter(x = data["startTime"], y = data["upperband"], name = "Upper BB", line = dict(color = "blue"))
|
352 |
+
lowerband = go.Scatter(x = data["startTime"], y = data["lowerband"], name = "Lower BB", line = dict(color = "blue"))
|
353 |
+
upperKC = go.Scatter(x = data["startTime"], y = data["upperKC"], name = "Upper KC", line = dict(color = "green"))
|
354 |
+
lowerKC = go.Scatter(x = data["startTime"], y = data["lowerKC"], name = "Upper KC", line = dict(color = "green"))
|
355 |
+
|
356 |
+
fig = go.Figure(data = [candlestick,upperband, lowerband, upperKC, lowerKC])
|
357 |
+
# Slider in Xaxes for 1month, 6month, YTD and 1Y
|
358 |
+
fig.update_xaxes(
|
359 |
+
rangeslider_visible=True,
|
360 |
+
rangeselector=dict(
|
361 |
+
buttons=list([
|
362 |
+
dict(count=1, label="1mon", step="month", stepmode="backward"),
|
363 |
+
dict(count=6, label="6mon", step="month", stepmode="backward"),
|
364 |
+
dict(count=1, label="YTD", step="year", stepmode="todate"),
|
365 |
+
dict(count=1, label="1y", step="year", stepmode="backward"),
|
366 |
+
dict(step="all")
|
367 |
+
])
|
368 |
+
))
|
369 |
+
fig.update_layout(yaxis=dict(autorange = True,fixedrange= False))
|
370 |
+
st.plotly_chart(fig,use_container_width=True)
|
371 |
+
else:
|
372 |
+
print(f"{symbol}")
|
373 |
+
|
374 |
+
def plot_candlestick(data):
|
375 |
+
# Function to plot candlestick out of a given OHLC dataframe
|
376 |
+
fig = go.Figure(data=[go.Candlestick(x=data.index,
|
377 |
+
open=data['open'],
|
378 |
+
high=data['high'],
|
379 |
+
low=data['low'],
|
380 |
+
close=data['close'])])
|
381 |
+
fig.update_xaxes(
|
382 |
+
rangeslider_visible=True,
|
383 |
+
rangeselector=dict(
|
384 |
+
buttons=list([
|
385 |
+
dict(count=1, label="1mon", step="month", stepmode="backward"),
|
386 |
+
dict(count=6, label="6mon", step="month", stepmode="backward"),
|
387 |
+
dict(count=1, label="YTD", step="year", stepmode="todate"),
|
388 |
+
dict(count=1, label="1y", step="year", stepmode="backward"),
|
389 |
+
dict(step="all")
|
390 |
+
])
|
391 |
+
))
|
392 |
+
return fig
|
393 |
+
|
394 |
+
def get_key(dict_given, val):
|
395 |
+
# Function to get the key of the required value from a dictionary
|
396 |
+
for key, value in dict_given.items():
|
397 |
+
if val == value:
|
398 |
+
return key
|
399 |
+
def get_crypto_data_daily(symbol):
|
400 |
+
data = get_data(symbol,timeframe = 60*60*24)
|
401 |
+
data.to_csv(f"crypto_data/{symbol.replace('/','_')}.csv")
|
402 |
+
def get_cnbc_yields(symbol):
|
403 |
+
# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
|
404 |
+
|
405 |
+
URL = f"https://www.cnbc.com/quotes/US5Y"
|
406 |
+
headers = {'User-Agent':'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.61 Safari/537.36'}
|
407 |
+
page = requests.get(URL, headers = headers)
|
408 |
+
soup = BeautifulSoup(page.text, "html.parser")
|
409 |
+
yields = ["US 2Y","US 5Y", "US 10Y","US 30Y"]
|
410 |
+
if symbol in yields:
|
411 |
+
elements = soup.find('div',{'class':'QuoteStrip-lastPriceStripContainer'})
|
412 |
+
price = elements.find_all('span')[0].text.replace("%","")
|
413 |
+
return float(price.replace(",",""))
|
414 |
+
def get_yahoo_finance_quote(symbol):
|
415 |
+
# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
|
416 |
+
URL = f"https://finance.yahoo.com/quote/{symbol}"
|
417 |
+
headers = {'User-Agent':'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.61 Safari/537.36'}
|
418 |
+
page = requests.get(URL, headers = headers)
|
419 |
+
soup = BeautifulSoup(page.text, "html.parser")
|
420 |
+
price = soup.find('div',{'class':'D(ib) Mend(20px)'}).find_all('fin-streamer')[0].text
|
421 |
+
return price.replace(",","")
|
422 |
+
def get_symbol_quote(ticker_tape, symbol,tck_tape, idx):
|
423 |
+
# Get the symbol quote from yahoo finance, we are using Beautiful Soup for scraping
|
424 |
+
URL = f"https://finance.yahoo.com/quote/{symbol}"
|
425 |
+
headers = {'User-Agent':'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.61 Safari/537.36'}
|
426 |
+
page = requests.get(URL, headers = headers)
|
427 |
+
soup = BeautifulSoup(page.text, "html.parser")
|
428 |
+
price = soup.find('div',{'class':'D(ib) Mend(20px)'}).find_all('span')[0].text
|
429 |
+
change = soup.find('div',{'class':'D(ib) Mend(20px)'}).find_all('span')[1].text
|
430 |
+
change = change.split(" ")[1]
|
431 |
+
change = change[1:-1]
|
432 |
+
if ticker_tape == "US 10Y":
|
433 |
+
# US 10Y treated differently because of some formating purposes
|
434 |
+
change = float(change.replace("(","").replace(")","").replace("%",""))
|
435 |
+
price_now = float(price)
|
436 |
+
change = round(price_now - price_now/(1+change/100),2)
|
437 |
+
change = str(change) + "%"
|
438 |
+
tck_tape[idx].metric(label = ticker_tape ,value = price,delta = change)
|
439 |
+
|
440 |
+
# Set the twitter client and set the access token which comes from config.py
|
441 |
+
auth = tweepy.OAuthHandler(TWITTER_CONSUMER_KEY, TWITTER_CONSUMER_SECRET)
|
442 |
+
auth.set_access_token(TWITTER_ACCESS_TOKEN, TWITTER_ACCESS_TOKEN_SECRET)
|
443 |
+
|
444 |
+
api = tweepy.API(auth)
|
445 |
+
|
446 |
+
if "trade_api" not in st.session_state:
|
447 |
+
# Now, if this api is not there in session_state then add it,
|
448 |
+
# we are doing this because we don't want to let the info go once site is refreshed
|
449 |
+
# And session_state is kind of memory used for caching required info
|
450 |
+
# Set the trade_api variable
|
451 |
+
st.session_state.trade_api = REST(API_KEY, SECRET_KEY, API_URL)
|
452 |
+
if "stocks" not in st.session_state:
|
453 |
+
# If stocks are not present then from companies.csv file add them
|
454 |
+
with open('datasets/companies.csv') as f:
|
455 |
+
companies = f.read().splitlines()
|
456 |
+
symbols = []
|
457 |
+
for company in companies:
|
458 |
+
symbols.append(company.split(",")[0])
|
459 |
+
st.session_state.stocks = symbols
|
460 |
+
if "login" not in st.session_state:
|
461 |
+
# If user has not logged in set login = False
|
462 |
+
# This is done because once logged in we want the program to remember that it logged in
|
463 |
+
# Hence setting the session_state
|
464 |
+
st.session_state.login = False
|
465 |
+
|
466 |
+
if st.session_state.login == False:
|
467 |
+
# If login is false then create a login window
|
468 |
+
st.sidebar.write("Login")
|
469 |
+
|
470 |
+
# Create sidebar login boxes
|
471 |
+
user = st.sidebar.text_input(label = "Username")
|
472 |
+
password = st.sidebar.text_input(label = "Password", type = "password")
|
473 |
+
login_btn = st.sidebar.button("Login")
|
474 |
+
if login_btn:
|
475 |
+
# This is the users list which will help in login and password for both is 123
|
476 |
+
if user in ["Chaitanya", "Sagar"] and password == "Wizards@123Trade#":
|
477 |
+
st.sidebar.success(f"Logged In as {user}")
|
478 |
+
st.session_state.login = True
|
479 |
+
# Now if clicked on login wait for 1 second then reload the page using experimental_rerun
|
480 |
+
time.sleep(1)
|
481 |
+
st.experimental_rerun()
|
482 |
+
else:
|
483 |
+
# If incorrect credentials then pose an error
|
484 |
+
st.sidebar.warning("Incorrect Username/Password")
|
485 |
+
else:
|
486 |
+
# Get the crypto data from FTX api
|
487 |
+
df = pd.DataFrame(json.loads(requests.get("https://ftx.com/api/markets").text)["result"])
|
488 |
+
# Get the LTP and 24H %change for BTCUSDT, ETHUSDT
|
489 |
+
st.session_state.index_btc = df[df["name"]=="BTC/USDT"]["last"].values[0]
|
490 |
+
st.session_state.index_btc_pct_change = round(df[df["name"]=="BTC/USDT"]["change24h"].values[0],2)
|
491 |
+
st.session_state.index_eth = df[df["name"]=="ETH/USDT"]["last"].values[0]
|
492 |
+
st.session_state.index_eth_pct_change = round(df[df["name"]=="ETH/USDT"]["change24h"].values[0],2)
|
493 |
+
st.session_state.roro = get_roro()
|
494 |
+
roro_df = pd.DataFrame(st.session_state.roro)
|
495 |
+
roro_df.set_index("date",inplace = True)
|
496 |
+
roro_df["sum"] = roro_df.sum(axis = 1) / len(roro_df.columns)
|
497 |
+
# Code below is for formatting purpose
|
498 |
+
cols_ticker_tape_cryp = st.columns([1,1])
|
499 |
+
cols_ticker_tape_cryp[0].metric(label = "BTC",value = st.session_state.index_btc, delta = f"{st.session_state.index_btc_pct_change}%")
|
500 |
+
cols_ticker_tape_cryp[1].metric(label = "ETH", value = st.session_state.index_eth, delta = f"{st.session_state.index_eth_pct_change}%")
|
501 |
+
fig = go.Figure(go.Indicator(
|
502 |
+
mode = "number+delta",
|
503 |
+
value = round(roro_df["sum"].iloc[-1]),
|
504 |
+
domain = {'x': [0, 0.2], 'y': [0, 0.2]},
|
505 |
+
delta = {'reference': round(roro_df["sum"].iloc[-2])},
|
506 |
+
gauge = {'axis': {'range': [-100, 100]}},
|
507 |
+
title = {'text': "RORO Indicator"}))
|
508 |
+
fig.add_trace(go.Scatter(y = roro_df["sum"].values,x = roro_df.index,mode = "lines",fill='tozeroy'))
|
509 |
+
st.plotly_chart(fig,use_container_width=True,use_container_height = True)
|
510 |
+
cols_ticker_tape = st.columns(5)
|
511 |
+
# Now, since fetching each symbol will take lots of time
|
512 |
+
# So, we are running all the process in threads parally multi-processing
|
513 |
+
thread_ticker = []
|
514 |
+
for i in range(len (symbol_mapping.keys())):
|
515 |
+
# Get the symbol_mapping and run it in thread and display each of them
|
516 |
+
ticker_tape = list(symbol_mapping.keys())[i]
|
517 |
+
t_ticker = threading.Thread(target = get_symbol_quote, args = (ticker_tape, symbol_mapping[ticker_tape],cols_ticker_tape,i,))
|
518 |
+
add_report_ctx(t_ticker)
|
519 |
+
t_ticker.start()
|
520 |
+
thread_ticker.append(t_ticker)
|
521 |
+
for x in thread_ticker:
|
522 |
+
# Wait for the threads to finish
|
523 |
+
x.join()
|
524 |
+
# This is a menu for various dashboard windows
|
525 |
+
option = st.sidebar.selectbox("Which Dashboard?",
|
526 |
+
("Watchlist","twitter","wallstreetbets","stocktwits","CryptoIndex","Chart","pattern", "MACRO",
|
527 |
+
"Technical Scanner", "coinBaskets", "Breakout","ETFs", "Commodities","Report","Recommendations","RORO Components"))
|
528 |
+
# If you want to momentarily hide your website from people then remove the below from commenting
|
529 |
+
# Or you could do one more thing, setup a pseudo id-password, which log in you to only limited features
|
530 |
+
# option = st.sidebar.selectbox("Which Dashboard?",
|
531 |
+
# ("twitter","coinBaskets"))
|
532 |
+
# Set the option value as header
|
533 |
+
st.header(option)
|
534 |
+
if option == "Watchlist":
|
535 |
+
# If watchlist is selected
|
536 |
+
st.subheader("Watchlist")
|
537 |
+
col1, col2 = st.columns([1,6.5])
|
538 |
+
df_watchlist = pd.read_csv('watchlist.csv')
|
539 |
+
with col1:
|
540 |
+
# Now, create a form which will help you add symbol name, comments, etc
|
541 |
+
with st.form(key = "symbol_add"):
|
542 |
+
# df = pd.DataFrame(json.loads(requests.get("https://ftx.com/api/markets").text)["result"])
|
543 |
+
# df = df[df["quoteCurrency"].isin(["USD","USDT"])]
|
544 |
+
# symbols = df.name.values
|
545 |
+
# asset_class = st.sidebar.selectbox("Asset Class",["Crypto","Fixed Income","Stocks","Index","Commodity"])
|
546 |
+
asset_class = st.sidebar.selectbox("Asset Class",["Fixed Income","Stocks","Index","Commodity"])
|
547 |
+
|
548 |
+
if asset_class == "Crypto":
|
549 |
+
symbol = st.selectbox("Symbol",symbols)
|
550 |
+
st.write("Currently working for crypto symbols from FTX")
|
551 |
+
elif asset_class == "Fixed Income":
|
552 |
+
symbol = st.selectbox("Symbol",["HYG","LQD","US 2Y","US 5Y","US 10Y","US 30Y"])
|
553 |
+
elif asset_class == "Index":
|
554 |
+
symbol = st.selectbox("Symbol",["SPX","NASDAQ","NIFTY50","VIX"])
|
555 |
+
st.write("If an alert got triggered, but you want to add another, first delete it, then add")
|
556 |
+
trigger = st.text_input("Trigger Price")
|
557 |
+
view_type = st.selectbox("View Type",["Above","Below"])
|
558 |
+
dma200 = st.selectbox("DMA alert",["Yes", "No"])
|
559 |
+
dma200_view_type = st.selectbox("DMA200 View Type",["Above","Below"])
|
560 |
+
alert_type = st.selectbox("Alert Type",["Macro","Individual"])
|
561 |
+
comments = st.text_area("Comments")
|
562 |
+
# Create buttons like add and delete symbols for use
|
563 |
+
add_symbol = st.form_submit_button("Add")
|
564 |
+
delete_symbol = st.form_submit_button("Remove")
|
565 |
+
# Empty watchlist button to clear whole watchlist
|
566 |
+
empty_checkbox = st.checkbox("Yes, I wish to empty the watchlist",value = False)
|
567 |
+
empty_watchlist = st.form_submit_button("Empty Watchlist")
|
568 |
+
with col2:
|
569 |
+
# If empty_watchlist button is clicked then, clear the watchlist
|
570 |
+
if empty_watchlist and empty_checkbox:
|
571 |
+
st.info("Watchlist cleared")
|
572 |
+
df_watchlist = pd.DataFrame(columns=["Symbol","Comments"])
|
573 |
+
df_watchlist.to_csv('watchlist.csv',index=False)
|
574 |
+
elif empty_watchlist:
|
575 |
+
st.error("Could not clear the watchlist, please select the checkbox")
|
576 |
+
elif add_symbol:
|
577 |
+
if symbol not in df_watchlist["Symbol"].values:
|
578 |
+
# If symbol is added then add it to csv file, then update the csv file
|
579 |
+
st.info("Symbol added")
|
580 |
+
df_watchlist = df_watchlist.append(dict(Symbol = symbol, Trigger = float(trigger), alert_type = alert_type, view_type = view_type, status = "Pending",dma200 = dma200, dma200_view_type = dma200_view_type,dma_status = "Pending",Comments = comments), ignore_index=True)
|
581 |
+
df_watchlist.to_csv('watchlist.csv',index=False)
|
582 |
+
else:
|
583 |
+
st.warning("Symbol Already Present, Please check")
|
584 |
+
elif delete_symbol:
|
585 |
+
if symbol not in df_watchlist["Symbol"].values:
|
586 |
+
st.warning("Symbol not present, please check...")
|
587 |
+
else:
|
588 |
+
# Delte symbol and update the csv file
|
589 |
+
st.info("Symbol Deleted")
|
590 |
+
df_watchlist = df_watchlist[df_watchlist["Symbol"]!= symbol]
|
591 |
+
df_watchlist.to_csv('watchlist.csv',index=False)
|
592 |
+
if len(df_watchlist)>0:
|
593 |
+
# If there's something in watchlist then for cryptos fetch the LTP from FTX api
|
594 |
+
# Getting LTP is currently for Crypto only due to free data unavailability for stocks/ETFs
|
595 |
+
df_watchlist.set_index("Symbol",inplace = True)
|
596 |
+
df_watchlist["LTP"] = 0
|
597 |
+
def get_data_symbol(symbol_name_for_quote):
|
598 |
+
global df_watchlist
|
599 |
+
try:
|
600 |
+
if symbol_name_for_quote in ["HYG","LQD","SPX","NASDAQ","NIFTY50","VIX","US 2Y","US 5Y", "US 10Y","US 30Y"]:
|
601 |
+
data_symbol = get_cnbc_data(symbol_name_for_quote)
|
602 |
+
else:
|
603 |
+
data_symbol = json.loads(requests.get(f"https://ftx.com/api/markets/{symbol_name_for_quote}").text)["result"]["price"]
|
604 |
+
df_watchlist.loc[symbol_name_for_quote,"LTP"] = data_symbol
|
605 |
+
except:
|
606 |
+
pass
|
607 |
+
threads_list = []
|
608 |
+
for i in range(len(df_watchlist)):
|
609 |
+
symbol_name_for_quote = df_watchlist.index[i]
|
610 |
+
x = threading.Thread(target = get_data_symbol,args = (symbol_name_for_quote,))
|
611 |
+
x.start()
|
612 |
+
add_report_ctx(x)
|
613 |
+
threads_list.append(x)
|
614 |
+
for thread in threads_list:
|
615 |
+
thread.join()
|
616 |
+
df_watchlist["pct_away"] = np.round(100*np.abs(df_watchlist["Trigger"] - df_watchlist["LTP"])/df_watchlist["LTP"])
|
617 |
+
# Show the watchlist
|
618 |
+
st.dataframe(df_watchlist)
|
619 |
+
elif option == "RORO Components":
|
620 |
+
lkbck_perd = st.sidebar.selectbox("Lookback Period",["1Y","5Y"])
|
621 |
+
st.sidebar.write("1Y will fetch daily data, 5Y --> weekly")
|
622 |
+
st.sidebar.write("Number of lookback periods is set as 300")
|
623 |
+
roro_run_btn = st.sidebar.button("Run")
|
624 |
+
if roro_run_btn:
|
625 |
+
roro_comp_df = pd.DataFrame(get_roro(lkbck_perd))
|
626 |
+
roro_comp_df.set_index("date",inplace = True)
|
627 |
+
roro_comp_df["roro"] = roro_comp_df.sum(axis = 1)/(len(roro_comp_df.columns))
|
628 |
+
fig = make_subplots(rows=len(roro_comp_df.columns), shared_xaxes=True,vertical_spacing=0.01,subplot_titles=(roro_comp_df.columns))
|
629 |
+
counter = 1
|
630 |
+
for key in roro_comp_df.columns:
|
631 |
+
if key!= "roro":
|
632 |
+
fig.add_scatter(x = roro_comp_df.index, y = roro_comp_df[key].values,mode = "lines",row = counter, col = 1, name = key)
|
633 |
+
else:
|
634 |
+
fig.add_scatter(y = roro_comp_df["roro"].values,x = roro_comp_df.index,mode = "lines",fill='tozeroy',row = counter,col =1,name = key)
|
635 |
+
counter+=1
|
636 |
+
fig['layout'].update(height=2500, width=600, title='Subplots of components')
|
637 |
+
st.plotly_chart(fig,use_container_width = True)
|
638 |
+
elif option == "Recommendations":
|
639 |
+
select_asset = st.sidebar.selectbox("Asset Class",["ETF"])
|
640 |
+
rsi_val = st.sidebar.number_input("RSI Thresh",value = 50)
|
641 |
+
drop_frm_ath = st.sidebar.number_input("Drop From ATH(%) Thresh",value = 50)
|
642 |
+
dist_from_5_yr_low = st.sidebar.number_input(f"%away from 2 yr Low Thresh",value = 20)
|
643 |
+
rec_run_btn = st.sidebar.button("Run")
|
644 |
+
st.sidebar.write("**Momentum Rising Screening Conditions**")
|
645 |
+
st.sidebar.write("LTP>50DMA")
|
646 |
+
st.sidebar.write("LTP>100DMA")
|
647 |
+
st.sidebar.write("5D Vol>1.5*(5D Vol. yearly_avg")
|
648 |
+
st.sidebar.write("**Cheap Stocks Screening Conditions**")
|
649 |
+
st.sidebar.write("RSI < RSI Thresh")
|
650 |
+
st.sidebar.write("Drop from ATH(%) > Drop from ATH(%) Thresh")
|
651 |
+
st.sidebar.write(f"% away from 2 yr Low < %away from 2 yr Low Thresh")
|
652 |
+
if rec_run_btn:
|
653 |
+
momentum_recommendations = {}
|
654 |
+
cheap_recommendations = {}
|
655 |
+
rec_threads = []
|
656 |
+
if select_asset == "ETF":
|
657 |
+
options_for_assets = all_etfs
|
658 |
+
for asset in options_for_assets:
|
659 |
+
x = threading.Thread(target=get_recommendation,args = (asset,rsi_val,drop_frm_ath,dist_from_5_yr_low,))
|
660 |
+
x.start()
|
661 |
+
rec_threads.append(x)
|
662 |
+
# get_recommendation(asset)
|
663 |
+
for rec in rec_threads:
|
664 |
+
rec.join()
|
665 |
+
# st.write(momentum_recommendations)
|
666 |
+
momentum_recommendations = pd.DataFrame(momentum_recommendations).T
|
667 |
+
|
668 |
+
momentum_recommendations.sort_values("score",ascending=False,inplace = True)
|
669 |
+
cheap_recommendations = pd.DataFrame(cheap_recommendations).T
|
670 |
+
cheap_recommendations.sort_values("score",ascending=False,inplace = True)
|
671 |
+
|
672 |
+
st.header("Momentum Rising")
|
673 |
+
st.dataframe(momentum_recommendations.style.apply(highlight_rec_momentum,axis = 1).apply(font_color))
|
674 |
+
st.header("Cheap Stocks")
|
675 |
+
st.dataframe(cheap_recommendations.style.apply(highlight_rec_cheap,args = (rsi_val,drop_frm_ath,dist_from_5_yr_low),axis = 1).apply(font_color))
|
676 |
+
elif option == "MACRO":
|
677 |
+
select_timeframe = st.sidebar.selectbox("Which Timeframe (finviz only)?",["Daily","Weekly","Monthly"])
|
678 |
+
# select_lookback_period = st.sidebar.selectbox("LookbackPeriod for yields(yrs)",[1,2,3,4,5])
|
679 |
+
select_lookback_period = st.sidebar.selectbox("LookbackPeriod for yields",["1D","1M","3M","6M","1Y","5Y"])
|
680 |
+
timeframe_map = {"Daily":"d1","Weekly":"w1","Monthly":"mo"}
|
681 |
+
tf = timeframe_map[select_timeframe]
|
682 |
+
run_btn = st.sidebar.button("Run")
|
683 |
+
if run_btn:
|
684 |
+
col1, col2, col3 = st.columns([1,1,1])
|
685 |
+
with col1:
|
686 |
+
st.image(f"https://finviz.com/fut_image.ashx?es_{tf}_s.png")
|
687 |
+
with col2:
|
688 |
+
st.image(f"https://finviz.com/fut_image.ashx?vx_{tf}_s.png")
|
689 |
+
with col3:
|
690 |
+
st.image(f"https://finviz.com/fut_image.ashx?nq_{tf}_s.png")
|
691 |
+
response_yields = {}
|
692 |
+
thread_yields = []
|
693 |
+
for symbol in ["US1Y","US2Y","US5Y","US10Y","US30Y"]:
|
694 |
+
thread = threading.Thread(target = get_data_yields, args = (symbol,select_lookback_period,))
|
695 |
+
thread.start()
|
696 |
+
thread_yields.append(thread)
|
697 |
+
for x in thread_yields:
|
698 |
+
x.join()
|
699 |
+
df_yields = pd.concat(response_yields,axis = 1)
|
700 |
+
df_yields["2y/10y"] = df_yields["US10Y"]-df_yields["US2Y"]
|
701 |
+
df_yields["10y/30y"] = df_yields["US30Y"]-df_yields["US10Y"]
|
702 |
+
|
703 |
+
df_yields["2y/5y"] = df_yields["US5Y"]-df_yields["US2Y"]
|
704 |
+
df_yields["1y/2y"] = df_yields["US2Y"]-df_yields["US1Y"]
|
705 |
+
|
706 |
+
|
707 |
+
st.line_chart(df_yields[["US1Y","US2Y","US5Y","US10Y","US30Y"]])
|
708 |
+
col1, col2 = st.columns([1,1])
|
709 |
+
with col1:
|
710 |
+
st.line_chart(df_yields["1y/2y"])
|
711 |
+
st.line_chart(df_yields["2y/5y"])
|
712 |
+
with col2:
|
713 |
+
st.line_chart(df_yields["2y/10y"])
|
714 |
+
st.line_chart(df_yields["10y/30y"])
|
715 |
+
# today = datetime.now().strftime("%Y-%m-%d")
|
716 |
+
# past = (datetime.now() - timedelta(days=365*select_lookback_period)).strftime("%Y-%m-%d")
|
717 |
+
# # https://fred.stlouisfed.org/graph/?id=DGS10,DGS5,DGS30,DGS3MO,DGS1,DGS2,
|
718 |
+
# url = f"""https://fred.stlouisfed.org/graph/fredgraph.png?dwnld=0&hires=1&type=image/png&
|
719 |
+
# bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&
|
720 |
+
# mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&
|
721 |
+
# show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=DGS10,DGS5,DGS30,DGS3MO,DGS1,DGS2&
|
722 |
+
# scale=left,left,left,left,left,left&cosd={past},{past},{past},{past},{past},{past}&
|
723 |
+
# coed={today},{today},{today},{today},{today},{today}&
|
724 |
+
# line_color=%234572a7,%23aa4643,%2389a54e,%2380699b,%233d96ae,%23db843d&
|
725 |
+
# link_values=false,false,false,false,false,false&line_style=solid,solid,solid,solid,solid,solid&
|
726 |
+
# mark_type=none,none,none,none,none,none&mw=3,3,3,3,3,3&lw=2,2,2,2,2,2&
|
727 |
+
# ost=-99999,-99999,-99999,-99999,-99999,-99999&oet=99999,99999,99999,99999,99999,99999&
|
728 |
+
# mma=0,0,0,0,0,0&fml=a,a,a,a,a,a&fq=Daily,Daily,Daily,Daily,Daily,Daily&
|
729 |
+
# fam=avg,avg,avg,avg,avg,avg&fgst=lin,lin,lin,lin,lin,lin&
|
730 |
+
# fgsnd=2020-02-01,2020-02-01,2020-02-01,2020-02-01,2020-02-01,2020-02-01&line_index=1,2,3,4,5,6&
|
731 |
+
# transformation=lin,lin,lin,lin,lin,lin&
|
732 |
+
# vintage_date={today},{today},{today},{today},{today},{today}&
|
733 |
+
# revision_date={today},{today},{today},{today},{today},{today}&
|
734 |
+
# nd=1962-01-02,1962-01-02,1977-02-15,1981-09-01,1962-01-02,1976-06-01
|
735 |
+
# """
|
736 |
+
# url = url.replace("\n","")
|
737 |
+
# st.image(url,width = 800)
|
738 |
+
|
739 |
+
|
740 |
+
elif option == "twitter":
|
741 |
+
# If twitter is selected
|
742 |
+
today = datetime.today()
|
743 |
+
# Get the local timezone, this is important because then it works on a different timezone
|
744 |
+
to_zone = tz.tzlocal()
|
745 |
+
# Multibox for selecting multiple users
|
746 |
+
who = st.sidebar.multiselect("Choose person",tuple(TWITTER_USERNAMES))
|
747 |
+
twitter_run_btn = st.sidebar.button("Run")
|
748 |
+
if twitter_run_btn:
|
749 |
+
# if twitter run button is clicked then all those people selected are called
|
750 |
+
if "SELECT ALL" in who:
|
751 |
+
users_list = TWITTER_USERNAMES[1:]
|
752 |
+
else:
|
753 |
+
users_list = who
|
754 |
+
|
755 |
+
for username in users_list:
|
756 |
+
# For a given username fetch the tweets, its username, image
|
757 |
+
user = api.get_user(screen_name = username)
|
758 |
+
tweets = api.user_timeline(screen_name = username, count = 100, tweet_mode = "extended")
|
759 |
+
st.subheader(username)
|
760 |
+
st.image(user.profile_image_url)
|
761 |
+
for tweet in tweets:
|
762 |
+
# In all his tweets, bring those to local timezone
|
763 |
+
tweet_date = ((tweet.created_at).astimezone(to_zone)).replace(tzinfo = None)
|
764 |
+
#Now, we don't want tweets older than 3 days
|
765 |
+
delta = (today - tweet_date).days
|
766 |
+
if delta>3:
|
767 |
+
continue
|
768 |
+
# For the following user names certain modification is done to get the tweets
|
769 |
+
if username in ["@chartmojo","@MacroCharts"]:
|
770 |
+
if tweet.in_reply_to_screen_name== None:
|
771 |
+
st.subheader(tweet._json["created_at"])
|
772 |
+
st.write(tweet.full_text)
|
773 |
+
try:
|
774 |
+
for j in tweet.extended_entities["media"]:
|
775 |
+
st.image(j["media_url_https"], width=600)
|
776 |
+
except:
|
777 |
+
pass
|
778 |
+
else:
|
779 |
+
if tweet.in_reply_to_screen_name== None and len(tweet.entities["symbols"])>0:
|
780 |
+
symbols = []
|
781 |
+
for i in range(len(tweet.entities["symbols"])):
|
782 |
+
symbols.append(tweet.entities["symbols"][i]["text"])
|
783 |
+
st.subheader(" ".join(symbols))
|
784 |
+
st.subheader(tweet._json["created_at"])
|
785 |
+
st.subheader(tweet.full_text)
|
786 |
+
try:
|
787 |
+
for j in tweet.extended_entities["media"]:
|
788 |
+
st.image(j["media_url_https"], width = 600)
|
789 |
+
except:
|
790 |
+
pass
|
791 |
+
for symbol in symbols:
|
792 |
+
st.image(f"https://finviz.com/chart.ashx?t={symbol}&ta=1", width=600)
|
793 |
+
# elif option == "US Sectors":
|
794 |
+
# st.sidebar.write("Source - TradingView")
|
795 |
+
# select_sector = st.sidebar.selectbox("Select Sector", options = us_sectors)
|
796 |
+
# select_btn = st.sidebar.button("Run")
|
797 |
+
# url = "https://in.tradingview.com/markets/stocks-usa/sectorandindustry-sector/"
|
798 |
+
# r = requests.get(url)
|
799 |
+
# soup = BeautifulSoup(r.content, 'html5lib') # If this line causes an error, run 'pip install html5lib' or install html5lib
|
800 |
+
# req = soup.find_all('tr',attrs = {'class':'tv-data-table__row tv-data-table__stroke tv-screener-table__result-row'})
|
801 |
+
# sectors = []
|
802 |
+
# pct_change = []
|
803 |
+
# for i in req:
|
804 |
+
# arr = []
|
805 |
+
# for sector in i.find_all("td"):
|
806 |
+
# arr.append(sector.text)
|
807 |
+
# arr[0] = arr[0].split("\n")[3].split("\t")[0]
|
808 |
+
# sectors.append(arr[0])
|
809 |
+
# pct_change.append(float(arr[3][:-1]))
|
810 |
+
# fig = go.Figure([go.Bar(x=sectors, y=pct_change,
|
811 |
+
# marker = dict(color = ['rgba(63, 195, 128, 1)' if value>0 else 'rgba(219, 10, 91, 1)' for value in pct_change],
|
812 |
+
# line = dict(color='rgb(0,0,0)',width=1.5)))])
|
813 |
+
# st.plotly_chart(fig,use_container_width=True)
|
814 |
+
# if select_btn:
|
815 |
+
# val = "-".join(select_sector.lower().split(" "))
|
816 |
+
# url = f"https://in.tradingview.com/markets/stocks-usa/sectorandindustry-sector/{val}/"
|
817 |
+
# r = requests.get(url)
|
818 |
+
# soup = BeautifulSoup(r.content, 'html5lib') # If this line causes an error, run 'pip install html5lib' or install html5lib
|
819 |
+
# req = soup.find_all('tr',attrs = {'class':'tv-data-table__row tv-data-table__stroke tv-screener-table__result-row'})
|
820 |
+
# ticker = []
|
821 |
+
# pct_change_ticker = []
|
822 |
+
# company = []
|
823 |
+
# for i in req:
|
824 |
+
# arr = []
|
825 |
+
# for sector in i.find_all("td"):
|
826 |
+
# arr.append(sector.text)
|
827 |
+
# arr[0] = arr[0].split("\n")[4]
|
828 |
+
# # result.append(dict(ticker = arr[0],pct_change = float(arr[2][:-1]),vol = arr[5],mkt_cap = arr[6]))
|
829 |
+
# # ticker.append(arr[0])
|
830 |
+
# company.append(us_stocks_mapping[arr[0]])
|
831 |
+
# pct_change_ticker.append(float(arr[2][:-1]))
|
832 |
+
# layout = go.Layout(
|
833 |
+
# xaxis = go.XAxis(
|
834 |
+
# title = "Stocks",
|
835 |
+
# showticklabels = False
|
836 |
+
# )
|
837 |
+
# )
|
838 |
+
# fig = go.Figure([go.Bar(x=company, y=pct_change_ticker,
|
839 |
+
# marker = dict(color = ['rgba(63, 195, 128, 1)' if value>0 else 'rgba(219, 10, 91, 1)' for value in pct_change_ticker],
|
840 |
+
# line = dict(color='rgb(0,0,0)',width=1.5)))],layout = layout)
|
841 |
+
# st.write(len(company))
|
842 |
+
# st.plotly_chart(fig,use_container_width=True)
|
843 |
+
|
844 |
+
# st_autorefresh(interval=120000, limit=10000, key="US sectors refresh")
|
845 |
+
elif option == "Commodities":
|
846 |
+
select_timeframe = st.sidebar.selectbox("Which Timeframe?",["Daily","Weekly","Monthly"])
|
847 |
+
timeframe_map = {"Daily":"d1","Weekly":"w1","Monthly":"mo"}
|
848 |
+
tf = timeframe_map[select_timeframe]
|
849 |
+
col0,col1,col2 = st.columns([1,1,1])
|
850 |
+
count = 0
|
851 |
+
for key in commodity_mapping:
|
852 |
+
# https://finviz.com/futures_charts.ashx?t=YM&p=d1
|
853 |
+
# Get the mapping for commodities, which is there in config.py
|
854 |
+
keyword_comm = commodity_mapping[key]
|
855 |
+
num = count%3
|
856 |
+
if num ==0:
|
857 |
+
with col0:
|
858 |
+
st.image(f"https://finviz.com/fut_image.ashx?{keyword_comm}_{tf}_s.png")
|
859 |
+
elif num == 1:
|
860 |
+
with col1:
|
861 |
+
st.image(f"https://finviz.com/fut_image.ashx?{keyword_comm}_{tf}_s.png")
|
862 |
+
else:
|
863 |
+
with col2:
|
864 |
+
st.image(f"https://finviz.com/fut_image.ashx?{keyword_comm}_{tf}_s.png")
|
865 |
+
count = count+1
|
866 |
+
elif option == "CryptoIndex":
|
867 |
+
# If cryptoIndex tab is selected
|
868 |
+
# Select which crypto index, then timeframe and accordingly fetch the data
|
869 |
+
type_index = st.sidebar.selectbox("Which?",["Major","Minor","Shit"])
|
870 |
+
select_index_timeframe = st.sidebar.selectbox("Timeframe",["15s","1m","5m","15m","1h","4h","1d"])
|
871 |
+
if select_index_timeframe[-1] == "s":
|
872 |
+
timeframe = int(select_index_timeframe[:-1])
|
873 |
+
elif select_index_timeframe[-1] == "m":
|
874 |
+
timeframe = int(select_index_timeframe[:-1]) * 60
|
875 |
+
elif select_index_timeframe[-1] == "h":
|
876 |
+
timeframe = int(select_index_timeframe[:-1])*60*60
|
877 |
+
elif select_index_timeframe[-1] == "d":
|
878 |
+
timeframe = int(select_index_timeframe[:-1])* 60*60*24
|
879 |
+
if type_index == "Major":
|
880 |
+
# Our crypto index is of 0.5BTC + 0.5 ETH
|
881 |
+
st.write("0.5BTC + 0.5ETH")
|
882 |
+
# Fetch data and create crypto index in same proportion
|
883 |
+
data_btc = pd.DataFrame(json.loads(requests.get(f"https://ftx.com/api/markets/BTC/USDT/candles?resolution={timeframe}").text)["result"])
|
884 |
+
data_eth = pd.DataFrame(json.loads(requests.get(f"https://ftx.com/api/markets/ETH/USDT/candles?resolution={timeframe}").text)["result"])
|
885 |
+
data_btc.set_index("startTime",inplace = True)
|
886 |
+
data_eth.set_index("startTime",inplace = True)
|
887 |
+
# Note crypto index are normalized
|
888 |
+
data = (data_btc["close"]*0.5/data_btc["close"][0] + data_eth["close"]*0.5/data_eth["close"][0])*100
|
889 |
+
fig = go.Figure()
|
890 |
+
fig.add_trace(go.Scatter(x=data.index, y=data.values,
|
891 |
+
mode='lines',
|
892 |
+
name=type_index))
|
893 |
+
fig.update_xaxes(
|
894 |
+
rangeslider_visible=True,
|
895 |
+
nticks = 20,
|
896 |
+
spikemode = "toaxis",
|
897 |
+
rangeselector=dict(
|
898 |
+
buttons=list([
|
899 |
+
dict(count=1, label="1mon", step="month", stepmode="backward"),
|
900 |
+
dict(count=6, label="6mon", step="month", stepmode="backward"),
|
901 |
+
dict(count=1, label="YTD", step="year", stepmode="todate"),
|
902 |
+
dict(count=1, label="1y", step="year", stepmode="backward"),
|
903 |
+
dict(step="all")
|
904 |
+
])
|
905 |
+
)
|
906 |
+
)
|
907 |
+
fig.update_layout(
|
908 |
+
xaxis_tickformat = '%Y-%m-%d',
|
909 |
+
height = 600,
|
910 |
+
width = 900,
|
911 |
+
hovermode = "x"
|
912 |
+
)
|
913 |
+
st.plotly_chart(fig)
|
914 |
+
|
915 |
+
elif option == "Report":
|
916 |
+
|
917 |
+
df = pd.DataFrame(json.loads(requests.get("https://ftx.com/api/markets").text)["result"])
|
918 |
+
df = df[df["quoteCurrency"].isin(["USD","USDT"])]
|
919 |
+
symbols = df.name.values
|
920 |
+
|
921 |
+
to_analyze_symbol = st.sidebar.multiselect("Which symbol",symbols)
|
922 |
+
analysis_date = st.sidebar.selectbox("Which date for Analysis",["Current","Yesterday"])
|
923 |
+
if analysis_date == "Yesterday":
|
924 |
+
locn = -2
|
925 |
+
elif analysis_date == "Current":
|
926 |
+
locn = -1
|
927 |
+
fetch_data_btn = st.sidebar.button("Fetch Data")
|
928 |
+
|
929 |
+
if fetch_data_btn:
|
930 |
+
threads = []
|
931 |
+
for symbol in symbols:
|
932 |
+
t = threading.Thread(target = get_crypto_data_daily, args = (symbol,))
|
933 |
+
t.start()
|
934 |
+
add_report_ctx(t)
|
935 |
+
|
936 |
+
threads.append(t)
|
937 |
+
for x in threads:
|
938 |
+
x.join()
|
939 |
+
res = {}
|
940 |
+
for req_symbol in to_analyze_symbol:
|
941 |
+
req_symbol_file = req_symbol.replace("/","_")
|
942 |
+
df_req = pd.read_csv(f"crypto_data/{req_symbol_file}.csv",index_col = 0, parse_dates = True)
|
943 |
+
ans = {}
|
944 |
+
for period in [20,50,100,200]:
|
945 |
+
df_req[f"MA{period}"] = talib.SMA(df_req["close"],period)
|
946 |
+
ans[f"% from MA{period}"] = round((df_req["close"].iloc[locn] - df_req[f"MA{period}"].iloc[locn])*100/df_req[f"MA{period}"].iloc[locn],2)
|
947 |
+
df_req["RSI14"] = talib.RSI(df_req["close"])
|
948 |
+
ans["RSI"] = round(df_req["RSI14"].iloc[locn],2)
|
949 |
+
ans["LTP"] = df_req["close"].iloc[-1]
|
950 |
+
res[req_symbol] = ans
|
951 |
+
result = pd.DataFrame(res).T
|
952 |
+
st.dataframe(result)
|
953 |
+
|
954 |
+
elif option == "Breakout":
|
955 |
+
# If breakout tab is selected
|
956 |
+
# Get the crypto symbols
|
957 |
+
#Create buttons and boxes for selecting timeframe, BB number, KC multiplier
|
958 |
+
df = pd.DataFrame(json.loads(requests.get("https://ftx.com/api/markets").text)["result"])
|
959 |
+
df = df[df["quoteCurrency"].isin(["USD","USDT"])]
|
960 |
+
symbols = df.name.values
|
961 |
+
select_consol_tf = st.sidebar.selectbox("Timeframe",["15s","1m","5m","15m","1h","4h","1d"])
|
962 |
+
if select_consol_tf[-1] == "s":
|
963 |
+
timeframe = int(select_consol_tf[:-1])
|
964 |
+
elif select_consol_tf[-1] == "m":
|
965 |
+
timeframe = int(select_consol_tf[:-1]) * 60
|
966 |
+
elif select_consol_tf[-1] == "h":
|
967 |
+
timeframe = int(select_consol_tf[:-1])*60*60
|
968 |
+
elif select_consol_tf[-1] == "d":
|
969 |
+
timeframe = int(select_consol_tf[:-1])* 60*60*24
|
970 |
+
select_BB_mul = st.sidebar.text_input("Bollinger Band multiplier",value = "2")
|
971 |
+
select_KC_mul = st.sidebar.text_input("KC multiplier", value = "1.5")
|
972 |
+
select_num_days = st.sidebar.text_input("Consolidating before how many periods?",3)
|
973 |
+
num_days = int(select_num_days)
|
974 |
+
bb_mul = float(select_BB_mul)
|
975 |
+
kc_mul = float(select_KC_mul)
|
976 |
+
consol_run_btn = st.sidebar.button("Run")
|
977 |
+
if consol_run_btn:
|
978 |
+
# If user clicks on run button
|
979 |
+
# Again running in threads.
|
980 |
+
threads = []
|
981 |
+
for symbol in symbols:
|
982 |
+
t = threading.Thread(target = in_squeeze, args = (symbol,bb_mul, kc_mul, num_days, True,60*60*24))
|
983 |
+
add_report_ctx(t)
|
984 |
+
t.start()
|
985 |
+
threads.append(t)
|
986 |
+
for x in threads:
|
987 |
+
x.join()
|
988 |
+
st.sidebar.write("Task Complete")
|
989 |
+
elif option == "ETFs":
|
990 |
+
# If ETFs are selected
|
991 |
+
# Button to select ETF
|
992 |
+
selectETF = st.sidebar.selectbox("Select ETF class",etf.keys())
|
993 |
+
today = datetime.now() - timedelta(days =80)
|
994 |
+
st.subheader(selectETF)
|
995 |
+
# Note Country ETFs are dealt differently as they have country names as well
|
996 |
+
if selectETF!= "Country":
|
997 |
+
# If ETF is not Country then its very easy just from ETF variable we can fetch it
|
998 |
+
etf_names = etf[selectETF].keys()
|
999 |
+
else:
|
1000 |
+
# Select Markets, Country
|
1001 |
+
selectMarket = st.sidebar.selectbox("Which Market?",etf[selectETF].keys())
|
1002 |
+
country_list = list(etf[selectETF][selectMarket].keys())
|
1003 |
+
etf_list = list(etf[selectETF][selectMarket].values())
|
1004 |
+
etf_names = []
|
1005 |
+
country_names = []
|
1006 |
+
# In a for loop fetch all the ETFs for selected entries
|
1007 |
+
for i in range(len(etf_list)):
|
1008 |
+
if type(etf_list[i])==str:
|
1009 |
+
etf_names.append(etf_list[i])
|
1010 |
+
country_names.append(country_list[i])
|
1011 |
+
else:
|
1012 |
+
for sub_etf_name in etf_list[i]:
|
1013 |
+
etf_names.append(sub_etf_name)
|
1014 |
+
country_names.append(country_list[i])
|
1015 |
+
select_timeframe = st.sidebar.selectbox("Which Timeframe?",["Daily","Weekly","Monthly"])
|
1016 |
+
timeframe_map = {"Daily":"d","Weekly":"w","Monthly":"m"}
|
1017 |
+
etf_run_btn = st.sidebar.button("Run")
|
1018 |
+
if etf_run_btn:
|
1019 |
+
tf = timeframe_map[select_timeframe]
|
1020 |
+
# If After giving all the entries, run button is clicked get the charts for all the ETFs
|
1021 |
+
count = 0
|
1022 |
+
res_etf_ret = []
|
1023 |
+
thread_det = []
|
1024 |
+
vol_etf_info = {}
|
1025 |
+
expense_ratios = {}
|
1026 |
+
st.info("Loading..... Please Have Patience")
|
1027 |
+
for n in etf_names:
|
1028 |
+
thread = threading.Thread(target = get_etf_rets, args = (n,))
|
1029 |
+
thread.start()
|
1030 |
+
thread_det.append(thread)
|
1031 |
+
for x in thread_det:
|
1032 |
+
x.join()
|
1033 |
+
st.success("Finished Loading")
|
1034 |
+
|
1035 |
+
etf_rets_df = pd.DataFrame(res_etf_ret)
|
1036 |
+
etf_rets_df.set_index("symbol",inplace=True)
|
1037 |
+
col1,col2,col3,col4,col5 = st.columns([1,1,1,1,1])
|
1038 |
+
with col1:
|
1039 |
+
# st.write("")
|
1040 |
+
st.markdown("<h5 style='text-align: center; color: red;'>Daily Returns</h5>", unsafe_allow_html=True)
|
1041 |
+
st.dataframe(etf_rets_df["day_ret"].sort_values(ascending=False))
|
1042 |
+
with col2:
|
1043 |
+
st.markdown("<h5 style='text-align: center; color: red;'>1 Week Returns</h5>", unsafe_allow_html=True)
|
1044 |
+
|
1045 |
+
st.dataframe(etf_rets_df["w1_ret"].sort_values(ascending=False))
|
1046 |
+
with col3:
|
1047 |
+
st.markdown("<h5 style='text-align: center; color: red;'>2 Week Returns</h5>", unsafe_allow_html=True)
|
1048 |
+
st.dataframe(etf_rets_df["w2_ret"].sort_values(ascending=False))
|
1049 |
+
with col4:
|
1050 |
+
st.markdown("<h5 style='text-align: center; color: red;'>1 Month Returns</h5>", unsafe_allow_html=True)
|
1051 |
+
st.dataframe(etf_rets_df["m1_ret"].sort_values(ascending=False))
|
1052 |
+
with col5:
|
1053 |
+
st.markdown("<h5 style='text-align: center; color: red;'>1 Year Returns</h5>", unsafe_allow_html=True)
|
1054 |
+
st.dataframe(etf_rets_df["year_ret"].sort_values(ascending=False))
|
1055 |
+
|
1056 |
+
st.dataframe(etf_rets_df)
|
1057 |
+
cols1,cols2 = st.columns([1,1])
|
1058 |
+
if selectETF!= "Country":
|
1059 |
+
for etf_name in etf_names:
|
1060 |
+
num = count%2
|
1061 |
+
if num == 0:
|
1062 |
+
with cols1:
|
1063 |
+
try:
|
1064 |
+
st.write(f"{etf[selectETF][etf_name]}, IV = {vol_etf_info[etf_name]}, ER = {expense_ratios[etf_name]}")
|
1065 |
+
except:
|
1066 |
+
pass
|
1067 |
+
if tf == "d":
|
1068 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_name}&ta=1&p={tf}")
|
1069 |
+
else:
|
1070 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_name}&p={tf}")
|
1071 |
+
else:
|
1072 |
+
with cols2:
|
1073 |
+
try:
|
1074 |
+
st.write(f"{etf[selectETF][etf_name]}, IV = {vol_etf_info[etf_name]}, ER = {expense_ratios[etf_name]}")
|
1075 |
+
except:
|
1076 |
+
pass
|
1077 |
+
if tf == "d":
|
1078 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_name}&ta=1&p={tf}")
|
1079 |
+
else:
|
1080 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_name}&p={tf}")
|
1081 |
+
count = count + 1
|
1082 |
+
else:
|
1083 |
+
for i in range(len(etf_names)):
|
1084 |
+
try:
|
1085 |
+
st.write(f"{country_names[i]}, IV = {vol_etf_info[etf_names[i]]}, ER = {expense_ratios[etf_names[i]]}")
|
1086 |
+
except:
|
1087 |
+
pass
|
1088 |
+
if tf == "d":
|
1089 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_names[i]}&ta=1&p={tf}")
|
1090 |
+
else:
|
1091 |
+
st.image(f"https://finviz.com/chart.ashx?t={etf_names[i]}&p={tf}")
|
1092 |
+
elif option == "coinBaskets":
|
1093 |
+
# If coinBaskets is selected
|
1094 |
+
# Note, Mudrex was our reference here
|
1095 |
+
baskets = st.sidebar.multiselect(label = "Baskets",options=names, default =names[0])
|
1096 |
+
run_basket = st.sidebar.button("Run")
|
1097 |
+
select_crypto_timeframe = st.sidebar.selectbox("Crypto Timeframe", options =
|
1098 |
+
["1d","1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","3d","1w","1M"])
|
1099 |
+
check_symbol = st.sidebar.text_input("Symbol check")
|
1100 |
+
interval = select_crypto_timeframe
|
1101 |
+
# Once all the inputs are given, and if any of the basket is chosen
|
1102 |
+
if check_symbol != "":
|
1103 |
+
for bkt in names:
|
1104 |
+
# For each basket selected, get its components, fetch its price from Binance api
|
1105 |
+
#Then plot all components in a single chart
|
1106 |
+
#Here, you are giving in the symbol name and program is finding whether that symbol is there
|
1107 |
+
# in any of the basket or not
|
1108 |
+
if check_symbol in eval(bkt)["components"]:
|
1109 |
+
fig_check = go.Figure()
|
1110 |
+
st.write(bkt.upper())
|
1111 |
+
cols = st.columns(len(eval(bkt)["components"]))
|
1112 |
+
for i in eval(bkt)["components"]:
|
1113 |
+
ticker = f'{i.upper()}USDT'
|
1114 |
+
req_params = dict(symbol = ticker, interval = interval)
|
1115 |
+
url = "https://api.binance.com/api/v3/klines"
|
1116 |
+
data = pd.DataFrame(json.loads(requests.get(url,params = req_params).text))
|
1117 |
+
data = data.iloc[:,0:5]
|
1118 |
+
data.columns = ['datetime', 'open','high','low', 'close']
|
1119 |
+
data.index = [datetime.fromtimestamp(x/1000) for x in data.datetime]
|
1120 |
+
data["close"] = data["close"].astype(float)
|
1121 |
+
df = (data["close"].pct_change() + 1).cumprod()
|
1122 |
+
fig_check.add_trace(go.Scatter(x=df.index, y=df.values,
|
1123 |
+
mode='lines',
|
1124 |
+
name=i))
|
1125 |
+
fig_check.update_xaxes(
|
1126 |
+
rangeslider_visible=True,
|
1127 |
+
nticks = 20,
|
1128 |
+
spikemode = "toaxis",
|
1129 |
+
rangeselector=dict(
|
1130 |
+
buttons=list([
|
1131 |
+
dict(count=1, label="1mon", step="month", stepmode="backward"),
|
1132 |
+
dict(count=6, label="6mon", step="month", stepmode="backward"),
|
1133 |
+
dict(count=1, label="YTD", step="year", stepmode="todate"),
|
1134 |
+
dict(count=1, label="1y", step="year", stepmode="backward"),
|
1135 |
+
dict(step="all")
|
1136 |
+
])
|
1137 |
+
)
|
1138 |
+
)
|
1139 |
+
fig_check.update_layout(
|
1140 |
+
xaxis_tickformat = '%Y-%m-%d',
|
1141 |
+
height = 600,
|
1142 |
+
width = 900,
|
1143 |
+
hovermode = "x"
|
1144 |
+
)
|
1145 |
+
fig_check.update_traces(
|
1146 |
+
hovertemplate="<br>".join([
|
1147 |
+
"Price: %{y}"
|
1148 |
+
]))
|
1149 |
+
st.plotly_chart(fig_check)
|
1150 |
+
if run_basket:
|
1151 |
+
for basket in baskets:
|
1152 |
+
# Here, you are choosing the baskets and program is plotting the baskets
|
1153 |
+
st.write(basket.upper())
|
1154 |
+
st.table(eval(basket))
|
1155 |
+
# Create traces
|
1156 |
+
fig = go.Figure()
|
1157 |
+
for i in eval(basket)["components"]:
|
1158 |
+
ticker = f'{i.upper()}USDT'
|
1159 |
+
interval = select_crypto_timeframe
|
1160 |
+
req_params = dict(symbol = ticker, interval = interval)
|
1161 |
+
url = "https://api.binance.com/api/v3/klines"
|
1162 |
+
data = pd.DataFrame(json.loads(requests.get(url,params = req_params).text))
|
1163 |
+
data = data.iloc[:,0:5]
|
1164 |
+
data.columns = ['datetime', 'open','high','low', 'close']
|
1165 |
+
data.index = [datetime.fromtimestamp(x/1000) for x in data.datetime]
|
1166 |
+
data["close"] = data["close"].astype(float)
|
1167 |
+
df = (data["close"].pct_change() + 1).cumprod()
|
1168 |
+
fig.add_trace(go.Scatter(x=df.index, y=df.values,
|
1169 |
+
mode='lines',
|
1170 |
+
name=i))
|
1171 |
+
fig.update_xaxes(
|
1172 |
+
rangeslider_visible=True,
|
1173 |
+
nticks = 20,
|
1174 |
+
spikemode = "toaxis",
|
1175 |
+
rangeselector=dict(
|
1176 |
+
buttons=list([
|
1177 |
+
dict(count=1, label="1mon", step="month", stepmode="backward"),
|
1178 |
+
dict(count=6, label="6mon", step="month", stepmode="backward"),
|
1179 |
+
dict(count=1, label="YTD", step="year", stepmode="todate"),
|
1180 |
+
dict(count=1, label="1y", step="year", stepmode="backward"),
|
1181 |
+
dict(step="all")
|
1182 |
+
])
|
1183 |
+
)
|
1184 |
+
)
|
1185 |
+
fig.update_layout(
|
1186 |
+
xaxis_tickformat = '%Y-%m-%d',
|
1187 |
+
height = 600,
|
1188 |
+
width = 900,
|
1189 |
+
hovermode = "x"
|
1190 |
+
)
|
1191 |
+
fig.update_traces(
|
1192 |
+
hovertemplate="<br>".join([
|
1193 |
+
"Price: %{y}"
|
1194 |
+
]))
|
1195 |
+
st.plotly_chart(fig)
|
1196 |
+
elif option == "Chart":
|
1197 |
+
# Charting platform
|
1198 |
+
# Get user inputs
|
1199 |
+
symbols = st_tags_sidebar(label = "Choose the tickers",
|
1200 |
+
text = 'Press enter to add more', maxtags = 100)
|
1201 |
+
select_stock_timeframe = st.sidebar.selectbox("Stock Timeframe",options=["1Min", "5Min", "15Min", "day"])
|
1202 |
+
select_crypto_timeframe = st.sidebar.selectbox("Crypto Timeframe", options =
|
1203 |
+
["1d","1m","3m","5m","15m","30m","1h","2h","4h","6h","8h","12h","3d","1w","1M"])
|
1204 |
+
select_periods = st.sidebar.text_input("Number of Days(Stock)",value = "30")
|
1205 |
+
today = datetime.now() - timedelta(int(select_periods))
|
1206 |
+
if len(symbols)>0:
|
1207 |
+
# If symbols are selected
|
1208 |
+
for symbol in symbols:
|
1209 |
+
# Run over all symbol in for loop and if they are crypto, treat them differently
|
1210 |
+
#And if they are others, treat them differently
|
1211 |
+
if f'{symbol.upper()}' in crypto_symbols:
|
1212 |
+
# If crypto, get the data from Binance api
|
1213 |
+
ticker = f'{symbol.upper()}USDT'
|
1214 |
+
interval = select_crypto_timeframe
|
1215 |
+
req_params = dict(symbol = ticker, interval = interval)
|
1216 |
+
url = "https://api.binance.com/api/v3/klines"
|
1217 |
+
st.subheader(ticker)
|
1218 |
+
data = pd.DataFrame(json.loads(requests.get(url,params = req_params).text))
|
1219 |
+
data = data.iloc[:,0:5]
|
1220 |
+
data.columns = ['datetime', 'open','high','low', 'close']
|
1221 |
+
data.index = [datetime.fromtimestamp(x/1000) for x in data.datetime]
|
1222 |
+
data.drop("datetime",axis = 1, inplace = True)
|
1223 |
+
else:
|
1224 |
+
# If stocks then get it from trade_api
|
1225 |
+
# Remember!!!--> trade_api was initiated in the session_state in the starting of code
|
1226 |
+
data = st.session_state.trade_api.get_barset(symbol.upper(), select_stock_timeframe, start =today.strftime("%Y-%m-%d")).df
|
1227 |
+
data = data[symbol.upper()]
|
1228 |
+
st.subheader(symbol.upper())
|
1229 |
+
fig = plot_candlestick(data)
|
1230 |
+
st.plotly_chart(fig, use_container_width=False)
|
1231 |
+
|
1232 |
+
elif option == "stocktwits":
|
1233 |
+
# If stocktwits is selected
|
1234 |
+
# This is almost similar to Larry's video, so you can reference that as well
|
1235 |
+
|
1236 |
+
# Display Trending stocks based on watchlist count
|
1237 |
+
st.header("Most Trending Symbols")
|
1238 |
+
most_trending_syms = get_stocktwits_data(req = "https://api.stocktwits.com/api/2/charts/ts",
|
1239 |
+
code = "ts", label = "Trending Score")
|
1240 |
+
st.dataframe(most_trending_syms)
|
1241 |
+
|
1242 |
+
st.header("Most messages in last 24 hrs")
|
1243 |
+
most_active_syms = get_stocktwits_data(req = "https://api.stocktwits.com/api/2/charts/m_day",
|
1244 |
+
code = "m_day", label = "#messages")
|
1245 |
+
st.dataframe(most_active_syms)
|
1246 |
+
|
1247 |
+
st.header("Top New Watchers added in last 24 hrs")
|
1248 |
+
most_active_syms = get_stocktwits_data(req = "https://api.stocktwits.com/api/2/charts/wl_ct_day",
|
1249 |
+
code = "wl_ct_day", label = "Count")
|
1250 |
+
st.dataframe(most_active_syms)
|
1251 |
+
|
1252 |
+
# For a given symbol, use request module to hit the stocktwits api and get the required info
|
1253 |
+
|
1254 |
+
|
1255 |
+
|
1256 |
+
symbol = st.sidebar.text_input("Symbol", value = "AAPL", max_chars = 5)
|
1257 |
+
r = requests.get(f"https://api.stocktwits.com/api/2/streams/symbol/{symbol}.json")
|
1258 |
+
data = r.json()
|
1259 |
+
for message in data["messages"]:
|
1260 |
+
st.image(message["user"]["avatar_url"])
|
1261 |
+
st.write(message['user']["username"])
|
1262 |
+
st.write(message["created_at"])
|
1263 |
+
st.write(message["body"])
|
1264 |
+
|
1265 |
+
st.sidebar.write("Update time for -->")
|
1266 |
+
st.sidebar.write("Top Watchlist Counts : 5mins")
|
1267 |
+
st.sidebar.write("Most Messages : 1hr")
|
1268 |
+
|
1269 |
+
elif option == "Technical Scanner":
|
1270 |
+
# If technical scanner is selected
|
1271 |
+
# Then choose the pattern, timeframe, etc
|
1272 |
+
pattern = st.sidebar.selectbox("Which Pattern?", tuple(patterns.values()))
|
1273 |
+
keywords = st_tags_sidebar(label = "Choose the tickers",
|
1274 |
+
text = 'Press enter to add more', maxtags = 100)
|
1275 |
+
select_timeframe = st.sidebar.selectbox("Timeframe",options=["1Min", "5Min", "15Min", "day"])
|
1276 |
+
run_btn = st.sidebar.button("Run")
|
1277 |
+
# Get the mapping for patterns from pattern.py file
|
1278 |
+
pattern_code = get_key(patterns, pattern)
|
1279 |
+
pattern_function = getattr(talib,pattern_code)
|
1280 |
+
if run_btn:
|
1281 |
+
# If clicked on run button
|
1282 |
+
# Then for each symbol, check the output
|
1283 |
+
keyword = [x.upper() for x in keywords]
|
1284 |
+
data = st.session_state.trade_api.get_barset(keyword, select_timeframe, limit = 100).df
|
1285 |
+
for symbol in keyword:
|
1286 |
+
try:
|
1287 |
+
# st.write(data)
|
1288 |
+
result = pattern_function(data[symbol]["open"],data[symbol]["high"],data[symbol]["low"],data[symbol]["close"])
|
1289 |
+
last = result.tail(1).values[0]
|
1290 |
+
# For some of the indicators value <0 is Bearish and value>0 is Bullish
|
1291 |
+
# But for others there would be a different logic, you shall handle it differently
|
1292 |
+
if last>0:
|
1293 |
+
st.write(f"Bullish {symbol}")
|
1294 |
+
elif last<0:
|
1295 |
+
st.write(f"Bearish {symbol}")
|
1296 |
+
except:
|
1297 |
+
pass
|
coinbaskets.py
ADDED
@@ -0,0 +1,21 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# These are the list of coin baskets
|
2 |
+
names = ["blue_chip","new_crypto_stars","defi_10",
|
3 |
+
"smart_contract_pf","web_3","best_exchange","nft","raging_bulls","vc_6"]
|
4 |
+
blue_chip = dict(components = ["btc","eth","bnb","ada","xrp"],
|
5 |
+
weights = [50, 33.68, 6.32,5,5])
|
6 |
+
new_crypto_stars = dict(components = ["doge","dot","uni","bch","link","ltc","sol","matic","theta","vet"],
|
7 |
+
weights = [23.39,15.28,11.09,9.08,8.55,8.47,8.2,5.94,5,5])
|
8 |
+
defi_10 = dict(components = ["uni","luna","aave","cake","mkr","comp","rune","yfi","snx","sushi"],
|
9 |
+
weights = [34.21,12.66,11.04,8.89,7.54,5.66,5,5,5,5])
|
10 |
+
smart_contract_pf = dict(components = ["eth","ada","dot","sol","etc","vet","icp"],
|
11 |
+
weights =[50,17.28,6.36,11.36,5,5,5])
|
12 |
+
web_3 = dict(components = ["link","fil","grt","stx","hnt","sc"],
|
13 |
+
weights = [45.38,22.67,13.75,7.74,5.46,5])
|
14 |
+
best_exchange = dict(components = ["bnb","ftt","uni","cake","rune","sushi"],
|
15 |
+
weights = [25,25,12.5,12.5,12.5,12.5])
|
16 |
+
nft = dict(components = ["theta","axs","chz","enj","mana","sand"],
|
17 |
+
weights = [16.67,16.67,16.67,16.67,16.66,16.66])
|
18 |
+
raging_bulls = dict(components = ["axs","sand","qnt","luna","flow","stx","snx","ankr","ftt","lsk"],
|
19 |
+
weights = [10,10,10,10,10,10,10,10,10,2.])
|
20 |
+
vc_6 = dict(components = ["dot","luna","near","rose","sol","keep"],
|
21 |
+
weights = [16.67,16.67,16.67,16.67,16.66,16.66])
|
config.py
ADDED
@@ -0,0 +1,391 @@
|
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|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# These are the tokens for twitter
|
2 |
+
TWITTER_CONSUMER_KEY = 'sw0F5LFCMaHtvlMvIiR7pc6WU'
|
3 |
+
TWITTER_CONSUMER_SECRET = 'DNb7V3NhPRjQN4GLwmEa4bcAwETmYQ3E9mHovV5sIDBY7G2vAb'
|
4 |
+
TWITTER_ACCESS_TOKEN = '1130160902358093825-e8xKgzIqhQG7BnJ1iJg6CES3rMFoKa'
|
5 |
+
TWITTER_ACCESS_TOKEN_SECRET = 'HUEG6XKDE7u9ZjUGucTkkzCI8TOl2hRHPCzulQj8XDK3P'
|
6 |
+
API_KEY = "PKK8K9OAF1WGCQ9JTK0Z"
|
7 |
+
SECRET_KEY = "d1uqIKPKq6iAVsvzYBNwFA4qe5WC2XuIpPFwN745"
|
8 |
+
API_URL = "https://paper-api.alpaca.markets/"
|
9 |
+
CRYPTO_API_URL = "https://data.alpaca.markets/v1beta1/crypto"
|
10 |
+
SLACK_TOKEN = "xoxb-2557354538181-2570404709172-oNr1bsP5hQoFyOL1HqgqF8lv"
|
11 |
+
TWITTER_USERNAMES = ["SELECT ALL",
|
12 |
+
'@saxena_puru',
|
13 |
+
'@chartmojo',
|
14 |
+
'@MacroCharts',
|
15 |
+
'@hiddensmallcaps',
|
16 |
+
'@jonahlupton',
|
17 |
+
'@cperruna',
|
18 |
+
'@cryptokaleo',
|
19 |
+
'@markminervini',
|
20 |
+
'@trendspider_j',
|
21 |
+
'@100trillionUSD',
|
22 |
+
'@fundstrat',
|
23 |
+
'@TKPTrader',
|
24 |
+
'@sunchartist',
|
25 |
+
'@ThePupOfWallSt'
|
26 |
+
]
|
27 |
+
# This mapping is required to get live prices from yahoo finance
|
28 |
+
symbol_mapping = {"SPX":"%5EGSPC","NASDAQ":"%5ENDX","gold":"GC%3DF","NIFTY50":"%5ENSEI","NIFTYBANK":"%5ENSEBANK",
|
29 |
+
"crude oil":"CL%3DF","silver":"SI%3DF","EURUSD":"EURUSD%3DX",
|
30 |
+
"HYG":"HYG","LQD":"LQD","VIX":"%5EVIX",
|
31 |
+
"US 30Y":"US 30Y","US 10Y":"US 10Y","US 2Y":"US 2Y","US 5Y":"US 5Y"
|
32 |
+
}
|
33 |
+
us_sectors = ["Commercial Services", "Communications", "Consumer Durables","Consumer Non-Durables",
|
34 |
+
"Consumer Services", "Distribution Services", "Electronic Technology","Energy Minerals",
|
35 |
+
"Finance","Health Services","Health Technology","Industrial Services","Miscellaneous",
|
36 |
+
"Non-Energy Minerals","Process Industries","Producer Manufacturing","Retail Trade",
|
37 |
+
"Technology Services","Transportation","Utilities"]
|
38 |
+
commodity_mapping = {"Gold":"gc","Silver":"si", "Platinum":"pl","Copper":"hg","Palladium":"pa", "Brent crude oil":"QA"}
|
39 |
+
|
40 |
+
crypto_symbols = ['YFI',
|
41 |
+
'ETH',
|
42 |
+
'USDC',
|
43 |
+
'EGLD',
|
44 |
+
'XLM',
|
45 |
+
'STPT',
|
46 |
+
'JST',
|
47 |
+
'AAVE',
|
48 |
+
'MBL',
|
49 |
+
'XEM',
|
50 |
+
'DOT',
|
51 |
+
'KLAY',
|
52 |
+
'SUPER',
|
53 |
+
'ALICE',
|
54 |
+
'MATIC',
|
55 |
+
'XMR',
|
56 |
+
'LTCUP',
|
57 |
+
'LTCDOWN',
|
58 |
+
'GXS',
|
59 |
+
'SUSHIUP',
|
60 |
+
'DOGE',
|
61 |
+
'BCHABC',
|
62 |
+
'MANA',
|
63 |
+
'FET',
|
64 |
+
'DASH',
|
65 |
+
'KEY',
|
66 |
+
'WIN',
|
67 |
+
'ETHUP',
|
68 |
+
'COCOS',
|
69 |
+
'HBAR',
|
70 |
+
'FTT',
|
71 |
+
'UNFI',
|
72 |
+
'GHST',
|
73 |
+
'XRPDOWN',
|
74 |
+
'GYEN',
|
75 |
+
'NMR',
|
76 |
+
'SC',
|
77 |
+
'UAH',
|
78 |
+
'UMA',
|
79 |
+
'MASK',
|
80 |
+
'XLMDOWN',
|
81 |
+
'BUSD',
|
82 |
+
'HNT',
|
83 |
+
'VITE',
|
84 |
+
'SYS',
|
85 |
+
'BTC',
|
86 |
+
'RAMP',
|
87 |
+
'SAND',
|
88 |
+
'DEXE',
|
89 |
+
'POND',
|
90 |
+
'LINA',
|
91 |
+
'BRY',
|
92 |
+
'NBS',
|
93 |
+
'GRT',
|
94 |
+
'SUSHIDOWN',
|
95 |
+
'BEAM',
|
96 |
+
'CTXC',
|
97 |
+
'GBP',
|
98 |
+
'BTCST',
|
99 |
+
'XRPUP',
|
100 |
+
'STMX',
|
101 |
+
'DODO',
|
102 |
+
'BAR',
|
103 |
+
'USDS',
|
104 |
+
'AION',
|
105 |
+
'WRX',
|
106 |
+
'SXPDOWN',
|
107 |
+
'BCHDOWN',
|
108 |
+
'BOND',
|
109 |
+
'AGLD',
|
110 |
+
'EOSBEAR',
|
111 |
+
'BKRW',
|
112 |
+
'NGN',
|
113 |
+
'BNBDOWN',
|
114 |
+
'ALGO',
|
115 |
+
'BURGER',
|
116 |
+
'AKRO',
|
117 |
+
'DCR',
|
118 |
+
'ERN',
|
119 |
+
'ENJ',
|
120 |
+
'LUNA',
|
121 |
+
'QTUM',
|
122 |
+
'XEC',
|
123 |
+
'MDX',
|
124 |
+
'BTT',
|
125 |
+
'LINKDOWN',
|
126 |
+
'NEAR',
|
127 |
+
'FIDA',
|
128 |
+
'DOCK',
|
129 |
+
'MITH',
|
130 |
+
'TVK',
|
131 |
+
'FIRO',
|
132 |
+
'ETHBEAR',
|
133 |
+
'TRX',
|
134 |
+
'LINK',
|
135 |
+
'ZEC',
|
136 |
+
'TRXUP',
|
137 |
+
'BNBUP',
|
138 |
+
'NPXS',
|
139 |
+
'DAI',
|
140 |
+
'CVP',
|
141 |
+
'MBOX',
|
142 |
+
'IDEX',
|
143 |
+
'DIA',
|
144 |
+
'STRAT',
|
145 |
+
'ZEN',
|
146 |
+
'CELO',
|
147 |
+
'ALPHA',
|
148 |
+
'BADGER',
|
149 |
+
'TORN',
|
150 |
+
'IOTA',
|
151 |
+
'REEF',
|
152 |
+
'STORJ',
|
153 |
+
'AXS',
|
154 |
+
'RVN',
|
155 |
+
'1INCHDOWN',
|
156 |
+
'WAN',
|
157 |
+
'TKO',
|
158 |
+
'USDSB',
|
159 |
+
'BVND',
|
160 |
+
'KSM',
|
161 |
+
'REP',
|
162 |
+
'ZRX',
|
163 |
+
'FILUP',
|
164 |
+
'ILV',
|
165 |
+
'TRXDOWN',
|
166 |
+
'BAND',
|
167 |
+
'BULL',
|
168 |
+
'NANO',
|
169 |
+
'LINKUP',
|
170 |
+
'OGN',
|
171 |
+
'CAKE',
|
172 |
+
'XRPBULL',
|
173 |
+
'DEGO',
|
174 |
+
'PERP',
|
175 |
+
'QNT',
|
176 |
+
'AR',
|
177 |
+
'XVS',
|
178 |
+
'DOTDOWN',
|
179 |
+
'LIT',
|
180 |
+
'STX',
|
181 |
+
'KMD',
|
182 |
+
'MINA',
|
183 |
+
'LTO',
|
184 |
+
'TRY',
|
185 |
+
'BTS',
|
186 |
+
'AVAX',
|
187 |
+
'TRU',
|
188 |
+
'BCH',
|
189 |
+
'DNT',
|
190 |
+
'XRPBEAR',
|
191 |
+
'TWT',
|
192 |
+
'TRIBE',
|
193 |
+
'BZRX',
|
194 |
+
'YFIDOWN',
|
195 |
+
'SXPUP',
|
196 |
+
'BNT',
|
197 |
+
'GALA',
|
198 |
+
'LRC',
|
199 |
+
'UNIUP',
|
200 |
+
'DAI',
|
201 |
+
'SRM',
|
202 |
+
'TOMO',
|
203 |
+
'OM',
|
204 |
+
'TRB',
|
205 |
+
'AUTO',
|
206 |
+
'LEND',
|
207 |
+
'BEAR',
|
208 |
+
'GTC',
|
209 |
+
'WAXP',
|
210 |
+
'PUNDIX',
|
211 |
+
'OCEAN',
|
212 |
+
'SUN',
|
213 |
+
'ARPA',
|
214 |
+
'DATA',
|
215 |
+
'ORN',
|
216 |
+
'CVC',
|
217 |
+
'YFII',
|
218 |
+
'KEEP',
|
219 |
+
'ATOM',
|
220 |
+
'YFIUP',
|
221 |
+
'RUB',
|
222 |
+
'NULS',
|
223 |
+
'PAXG',
|
224 |
+
'NEO',
|
225 |
+
'VIDT',
|
226 |
+
'PNT',
|
227 |
+
'TUSD',
|
228 |
+
'FORTH',
|
229 |
+
'CELR',
|
230 |
+
'PSG',
|
231 |
+
'MFT',
|
232 |
+
'MKR',
|
233 |
+
'ETHBULL',
|
234 |
+
'RSR',
|
235 |
+
'POLS',
|
236 |
+
'FILDOWN',
|
237 |
+
'ASR',
|
238 |
+
'RUNE',
|
239 |
+
'SUSHI',
|
240 |
+
'EOS',
|
241 |
+
'SNX',
|
242 |
+
'GNO',
|
243 |
+
'SUSD',
|
244 |
+
'CTK',
|
245 |
+
'TLM',
|
246 |
+
'ALPACA',
|
247 |
+
'FOR',
|
248 |
+
'RLC',
|
249 |
+
'IOST',
|
250 |
+
'1INCH',
|
251 |
+
'KNC',
|
252 |
+
'COTI',
|
253 |
+
'UNIDOWN',
|
254 |
+
'SXP',
|
255 |
+
'ANT',
|
256 |
+
'HIVE',
|
257 |
+
'FLOW',
|
258 |
+
'FUN',
|
259 |
+
'WAVES',
|
260 |
+
'DYDX',
|
261 |
+
'ACM',
|
262 |
+
'BNBBEAR',
|
263 |
+
'CRV',
|
264 |
+
'TFUEL',
|
265 |
+
'STRAX',
|
266 |
+
'SHIB',
|
267 |
+
'WTC',
|
268 |
+
'BLZ',
|
269 |
+
'ICP',
|
270 |
+
'FIS',
|
271 |
+
'XTZ',
|
272 |
+
'ETHDOWN',
|
273 |
+
'ONG',
|
274 |
+
'BCHUP',
|
275 |
+
'ADADOWN',
|
276 |
+
'EOSDOWN',
|
277 |
+
'IDRT',
|
278 |
+
'ERD',
|
279 |
+
'TCT',
|
280 |
+
'HARD',
|
281 |
+
'XVG',
|
282 |
+
'ROSE',
|
283 |
+
'IRIS',
|
284 |
+
'RAY',
|
285 |
+
'YGG',
|
286 |
+
'COMP',
|
287 |
+
'VET',
|
288 |
+
'OMG',
|
289 |
+
'WNXM',
|
290 |
+
'AUDIO',
|
291 |
+
'DUSK',
|
292 |
+
'MIR',
|
293 |
+
'GTO',
|
294 |
+
'NKN',
|
295 |
+
'FIO',
|
296 |
+
'XTZDOWN',
|
297 |
+
'NU',
|
298 |
+
'LSK',
|
299 |
+
'ZAR',
|
300 |
+
'FIL',
|
301 |
+
'OG',
|
302 |
+
'FARM',
|
303 |
+
'ARDR',
|
304 |
+
'WING',
|
305 |
+
'LTC',
|
306 |
+
'HOT',
|
307 |
+
'DGB',
|
308 |
+
'RIF',
|
309 |
+
'CHZ',
|
310 |
+
'BNBBULL',
|
311 |
+
'MTL',
|
312 |
+
'HC',
|
313 |
+
'BRL',
|
314 |
+
'VEN',
|
315 |
+
'JUV',
|
316 |
+
'CHR',
|
317 |
+
'EPS',
|
318 |
+
'ATA',
|
319 |
+
'OXT',
|
320 |
+
'REN',
|
321 |
+
'XRP',
|
322 |
+
'VTHO',
|
323 |
+
'BTCUP',
|
324 |
+
'XZC',
|
325 |
+
'MDT',
|
326 |
+
'THETA',
|
327 |
+
'AAVEUP',
|
328 |
+
'PHA',
|
329 |
+
'COS',
|
330 |
+
'SKL',
|
331 |
+
'DOTUP',
|
332 |
+
'DENT',
|
333 |
+
'SOL',
|
334 |
+
'AAVEDOWN',
|
335 |
+
'CKB',
|
336 |
+
'MLN',
|
337 |
+
'AUD',
|
338 |
+
'BIDR',
|
339 |
+
'ELF',
|
340 |
+
'TROY',
|
341 |
+
'IOTX',
|
342 |
+
'MCO',
|
343 |
+
'UNI',
|
344 |
+
'ANKR',
|
345 |
+
'FTM',
|
346 |
+
'XLMUP',
|
347 |
+
'EUR',
|
348 |
+
'EOSUP',
|
349 |
+
'BEL',
|
350 |
+
'ZIL',
|
351 |
+
'BTG',
|
352 |
+
'KAVA',
|
353 |
+
'SLP',
|
354 |
+
'DREP',
|
355 |
+
'BAKE',
|
356 |
+
'CFX',
|
357 |
+
'ATM',
|
358 |
+
'FLM',
|
359 |
+
'INJ',
|
360 |
+
'CTSI',
|
361 |
+
'STORM',
|
362 |
+
'1INCHUP',
|
363 |
+
'FRONT',
|
364 |
+
'DF',
|
365 |
+
'ADAUP',
|
366 |
+
'ONE',
|
367 |
+
'C98',
|
368 |
+
'BCC',
|
369 |
+
'BCHSV',
|
370 |
+
'QUICK',
|
371 |
+
'BAL',
|
372 |
+
'BAT',
|
373 |
+
'POLY',
|
374 |
+
'ETC',
|
375 |
+
'AVA',
|
376 |
+
'EOSBULL',
|
377 |
+
'XTZUP',
|
378 |
+
'USDP',
|
379 |
+
'UTK',
|
380 |
+
'PAX',
|
381 |
+
'PERL',
|
382 |
+
'ADA',
|
383 |
+
'BKRW',
|
384 |
+
'ONT',
|
385 |
+
'SFP',
|
386 |
+
'BNB',
|
387 |
+
'LPT',
|
388 |
+
'ICX',
|
389 |
+
'CLV',
|
390 |
+
'REQ',
|
391 |
+
'BTCDOWN']
|
googleNewsSlackAlerts.py
ADDED
@@ -0,0 +1,47 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from GoogleNews import GoogleNews
|
2 |
+
import pandas as pd
|
3 |
+
import numpy as np
|
4 |
+
import slack
|
5 |
+
import time
|
6 |
+
from datetime import datetime
|
7 |
+
|
8 |
+
# Slack token
|
9 |
+
SLACK_TOKEN = "xoxb-2557354538181-2570404709172-oNr1bsP5hQoFyOL1HqgqF8lv"
|
10 |
+
# Initialize the slack client
|
11 |
+
client = slack.WebClient(token = SLACK_TOKEN)
|
12 |
+
# Google News Api
|
13 |
+
googlenews = GoogleNews()
|
14 |
+
googlenews = GoogleNews(lang='en', region='US')
|
15 |
+
googlenews = GoogleNews(period='1h')
|
16 |
+
|
17 |
+
googlenews.set_encode('utf-8')
|
18 |
+
|
19 |
+
arr = []
|
20 |
+
while True:
|
21 |
+
# Run this in for loop and is to be run continously
|
22 |
+
today = datetime.now()
|
23 |
+
# If its midnight reset the array
|
24 |
+
if today.hour + today.minute == 0 and today.second<2:
|
25 |
+
arr = []
|
26 |
+
# Search for the word crypto in googlenews
|
27 |
+
googlenews.search("crypto")
|
28 |
+
# Sort the results
|
29 |
+
result = googlenews.results(sort=True)
|
30 |
+
for i in result:
|
31 |
+
# Now if a news has already been scraped, ignore it
|
32 |
+
if i["title"] in arr:
|
33 |
+
continue
|
34 |
+
if "min" in i["date"]:
|
35 |
+
# If the time for the news is in minute then only fetch it
|
36 |
+
if "$" in i["desc"] or "$" in i["title"]:
|
37 |
+
# If the title or decription contains dollar symbol, then go ahead
|
38 |
+
if "million" in i["desc"].lower() or "raised" in i["desc"].lower():
|
39 |
+
# If million or raised keywords are present then go ahead
|
40 |
+
arr.append(i["title"])
|
41 |
+
# Post the news on slack bot
|
42 |
+
client.chat_postMessage(channel = "#bot_alerts",
|
43 |
+
text = f'{i["datetime"]} {i["date"]} {i["title"]} {i["link"]} {i["desc"]}')
|
44 |
+
# Clear the google news
|
45 |
+
googlenews.clear()
|
46 |
+
# Wait for 30seconds for next query
|
47 |
+
time.sleep(30)
|
mapping.py
ADDED
The diff for this file is too large to render.
See raw diff
|
|
notifier.py
ADDED
@@ -0,0 +1,40 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import threading
|
2 |
+
from config import *
|
3 |
+
import requests
|
4 |
+
import slack
|
5 |
+
import json
|
6 |
+
from datetime import datetime
|
7 |
+
import time
|
8 |
+
arr = []
|
9 |
+
def symbol_info(req_params, i):
|
10 |
+
global arr
|
11 |
+
url = "https://api.binance.com/api/v3/ticker/24hr"
|
12 |
+
val = requests.get(url,params = req_params)
|
13 |
+
try:
|
14 |
+
data = json.loads(val.text)
|
15 |
+
|
16 |
+
x = arr[i]
|
17 |
+
try:
|
18 |
+
if float(data["priceChangePercent"])>=x:
|
19 |
+
client = slack.WebClient(token = SLACK_TOKEN)
|
20 |
+
client.chat_postMessage(channel = "#bot_alerts",
|
21 |
+
text = f"{datetime.now().strftime('%Y-%m-%d %H:%M:%S')} {data['symbol']} 24Hchange={float(data['priceChangePercent'])}% new benchmark {x+5}%")
|
22 |
+
arr[i] = arr[i] + 5
|
23 |
+
except:
|
24 |
+
pass
|
25 |
+
except:
|
26 |
+
print("Could not connect")
|
27 |
+
|
28 |
+
for i in range(len(crypto_symbols)):
|
29 |
+
arr.append(20)
|
30 |
+
|
31 |
+
while True:
|
32 |
+
for i in range(len(crypto_symbols)):
|
33 |
+
today = datetime.now()
|
34 |
+
if today.hour + today.minute + today.second == 0:
|
35 |
+
for i in range(len(crypto_symbols)):
|
36 |
+
arr[i] = 20
|
37 |
+
req_params = dict(symbol = crypto_symbols[i] + "USDT")
|
38 |
+
thread = threading.Thread(target = symbol_info, args = (req_params,i,))
|
39 |
+
thread.start()
|
40 |
+
time.sleep(15)
|
patterns.py
ADDED
@@ -0,0 +1,64 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# Candlestick patterns mapping
|
2 |
+
patterns = {
|
3 |
+
'CDL2CROWS':'Two Crows',
|
4 |
+
'CDL3BLACKCROWS':'Three Black Crows',
|
5 |
+
'CDL3INSIDE':'Three Inside Up/Down',
|
6 |
+
'CDL3LINESTRIKE':'Three-Line Strike',
|
7 |
+
'CDL3OUTSIDE':'Three Outside Up/Down',
|
8 |
+
'CDL3STARSINSOUTH':'Three Stars In The South',
|
9 |
+
'CDL3WHITESOLDIERS':'Three Advancing White Soldiers',
|
10 |
+
'CDLABANDONEDBABY':'Abandoned Baby',
|
11 |
+
'CDLADVANCEBLOCK':'Advance Block',
|
12 |
+
'CDLBELTHOLD':'Belt-hold',
|
13 |
+
'CDLBREAKAWAY':'Breakaway',
|
14 |
+
'CDLCLOSINGMARUBOZU':'Closing Marubozu',
|
15 |
+
'CDLCONCEALBABYSWALL':'Concealing Baby Swallow',
|
16 |
+
'CDLCOUNTERATTACK':'Counterattack',
|
17 |
+
'CDLDARKCLOUDCOVER':'Dark Cloud Cover',
|
18 |
+
'CDLDOJI':'Doji',
|
19 |
+
'CDLDOJISTAR':'Doji Star',
|
20 |
+
'CDLDRAGONFLYDOJI':'Dragonfly Doji',
|
21 |
+
'CDLENGULFING':'Engulfing Pattern',
|
22 |
+
'CDLEVENINGDOJISTAR':'Evening Doji Star',
|
23 |
+
'CDLEVENINGSTAR':'Evening Star',
|
24 |
+
'CDLGAPSIDESIDEWHITE':'Up/Down-gap side-by-side white lines',
|
25 |
+
'CDLGRAVESTONEDOJI':'Gravestone Doji',
|
26 |
+
'CDLHAMMER':'Hammer',
|
27 |
+
'CDLHANGINGMAN':'Hanging Man',
|
28 |
+
'CDLHARAMI':'Harami Pattern',
|
29 |
+
'CDLHARAMICROSS':'Harami Cross Pattern',
|
30 |
+
'CDLHIGHWAVE':'High-Wave Candle',
|
31 |
+
'CDLHIKKAKE':'Hikkake Pattern',
|
32 |
+
'CDLHIKKAKEMOD':'Modified Hikkake Pattern',
|
33 |
+
'CDLHOMINGPIGEON':'Homing Pigeon',
|
34 |
+
'CDLIDENTICAL3CROWS':'Identical Three Crows',
|
35 |
+
'CDLINNECK':'In-Neck Pattern',
|
36 |
+
'CDLINVERTEDHAMMER':'Inverted Hammer',
|
37 |
+
'CDLKICKING':'Kicking',
|
38 |
+
'CDLKICKINGBYLENGTH':'Kicking - bull/bear determined by the longer marubozu',
|
39 |
+
'CDLLADDERBOTTOM':'Ladder Bottom',
|
40 |
+
'CDLLONGLEGGEDDOJI':'Long Legged Doji',
|
41 |
+
'CDLLONGLINE':'Long Line Candle',
|
42 |
+
'CDLMARUBOZU':'Marubozu',
|
43 |
+
'CDLMATCHINGLOW':'Matching Low',
|
44 |
+
'CDLMATHOLD':'Mat Hold',
|
45 |
+
'CDLMORNINGDOJISTAR':'Morning Doji Star',
|
46 |
+
'CDLMORNINGSTAR':'Morning Star',
|
47 |
+
'CDLONNECK':'On-Neck Pattern',
|
48 |
+
'CDLPIERCING':'Piercing Pattern',
|
49 |
+
'CDLRICKSHAWMAN':'Rickshaw Man',
|
50 |
+
'CDLRISEFALL3METHODS':'Rising/Falling Three Methods',
|
51 |
+
'CDLSEPARATINGLINES':'Separating Lines',
|
52 |
+
'CDLSHOOTINGSTAR':'Shooting Star',
|
53 |
+
'CDLSHORTLINE':'Short Line Candle',
|
54 |
+
'CDLSPINNINGTOP':'Spinning Top',
|
55 |
+
'CDLSTALLEDPATTERN':'Stalled Pattern',
|
56 |
+
'CDLSTICKSANDWICH':'Stick Sandwich',
|
57 |
+
'CDLTAKURI':'Takuri (Dragonfly Doji with very long lower shadow)',
|
58 |
+
'CDLTASUKIGAP':'Tasuki Gap',
|
59 |
+
'CDLTHRUSTING':'Thrusting Pattern',
|
60 |
+
'CDLTRISTAR':'Tristar Pattern',
|
61 |
+
'CDLUNIQUE3RIVER':'Unique 3 River',
|
62 |
+
'CDLUPSIDEGAP2CROWS':'Upside Gap Two Crows',
|
63 |
+
'CDLXSIDEGAP3METHODS':'Upside/Downside Gap Three Methods'
|
64 |
+
}
|
requirements.txt
ADDED
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
streamlit_tags==1.2.8
|
2 |
+
alpaca_trade_api==1.4.0
|
3 |
+
matplotlib==3.5.1
|
4 |
+
requests==2.24.0
|
5 |
+
numpy==1.21.5
|
6 |
+
tweepy==4.0.1
|
7 |
+
pandas==1.4.0
|
8 |
+
streamlit
|
9 |
+
plotly==5.5.0
|
10 |
+
beautifulsoup4==4.11.1
|
11 |
+
GoogleNews==1.6.4
|
12 |
+
python_dateutil==2.8.2
|
13 |
+
slackclient==2.9.4
|
setup.sh
ADDED
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
mkdir -p ~/.streamlit/
|
2 |
+
|
3 |
+
echo "\
|
4 |
+
[general]\n\
|
5 |
+
email = \"your-email@domain.com\"\n\
|
6 |
+
" > ~/.streamlit/credentials.toml
|
7 |
+
|
8 |
+
echo "\
|
9 |
+
[server]\n\
|
10 |
+
headless = true\n\
|
11 |
+
enableCORS=false\n\
|
12 |
+
port = $PORT\n\
|
13 |
+
" > ~/.streamlit/config.toml
|
tempCodeRunnerFile.py
ADDED
@@ -0,0 +1,2 @@
|
|
|
|
|
|
|
1 |
+
# client.chat_postMessage(channel = f"#{df.loc[symbol]['alert_type'].lower()}_signal",
|
2 |
+
|
watchlist.csv
ADDED
@@ -0,0 +1,2 @@
|
|
|
|
|
|
|
1 |
+
Symbol,Comments,Trigger,alert_type,dma200,dma200_view_type,dma_status,status,view_type
|
2 |
+
US 2Y,,0.5,Macro,Yes,Above,Triggered,Pending,Below
|